+62.5%
DVN vs CB
+219.8%
-157.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +8.0% | -3.1% | +11.0% | +10.1% |
| 3M | +11.9% | +4.2% | +7.8% | +8.0% |
| 6M | +10.6% | +4.7% | +5.9% | +5.8% |
| YTD | +35.4% | +8.8% | +26.5% | +25.7% |
| 1Y | +46.5% | +22.6% | +23.8% | +24.5% |
| 3Y | +3.0% | +70.6% | -67.7% | -33.9% |
| 5Y | +120.5% | +99.4% | +21.1% | +23.8% |
| 10Y | +62.5% | +223.5% | -161.0% | -30.6% |
| All | +62.5% | +219.8% | -157.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling