+67.3%
DVN vs CG
+314.7%
-247.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | +4.5% | -9.9% | +14.4% | +9.8% |
| 30D | +12.0% | -11.7% | +23.6% | +18.1% |
| 3M | +13.4% | -4.3% | +17.7% | +13.7% |
| 6M | +12.1% | -8.8% | +20.9% | +13.2% |
| YTD | +38.8% | -26.9% | +65.7% | +54.6% |
| 1Y | +46.0% | -35.4% | +81.5% | +72.5% |
| 3Y | +9.5% | +43.0% | -33.5% | -23.9% |
| 5Y | +125.3% | +1.9% | +123.4% | +77.8% |
| All | +67.3% | +314.7% | -247.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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