+57.3%
DVN vs CB
+250.2%
-192.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | 0.0% |
| 7D | +10.4% | +2.9% | +7.4% | +8.2% |
| 30D | -6.7% | +7.3% | -14.0% | -11.4% |
| 3M | +5.6% | +9.4% | -3.8% | -1.1% |
| 6M | +0.7% | +19.6% | -19.0% | -12.1% |
| YTD | +29.6% | +21.5% | +8.1% | +11.2% |
| 1Y | +36.3% | +28.0% | +8.3% | +12.5% |
| 3Y | +13.2% | +74.9% | -61.7% | -28.1% |
| 5Y | +38.6% | +108.1% | -69.5% | -24.2% |
| All | +57.3% | +250.2% | -192.9% | -31.2% |
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