+12.2%
DVN vs CBOE
+1,003.5%
-991.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.5% | -3.7% | +6.2% | +3.6% |
| 30D | +10.2% | +2.0% | +8.2% | +9.3% |
| 3M | +8.1% | -4.2% | +12.4% | +8.8% |
| 6M | +15.9% | +1.2% | +14.7% | +13.8% |
| YTD | +38.2% | +15.4% | +22.9% | +30.4% |
| 1Y | +44.5% | +23.5% | +21.0% | +33.3% |
| 3Y | +5.1% | +93.2% | -88.0% | -18.4% |
| 5Y | +124.3% | +142.0% | -17.6% | +59.2% |
| 10Y | +65.9% | +379.2% | -313.3% | -4.6% |
| All | +12.2% | +1,003.5% | -991.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling