+9.5%
DVN vs CBOE
+89.1%
-79.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.3% |
| 7D | +4.5% | -5.8% | +10.3% | +4.3% |
| 30D | +12.0% | -3.1% | +15.1% | +11.8% |
| 3M | +13.4% | -4.8% | +18.2% | +12.7% |
| 6M | +12.1% | -0.6% | +12.7% | +12.6% |
| YTD | +38.8% | +12.8% | +26.0% | +42.6% |
| 1Y | +46.0% | +19.8% | +26.3% | +51.8% |
| 3Y | +9.5% | +86.9% | -77.4% | +26.7% |
| All | +9.5% | +89.1% | -79.6% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling