+67.3%
DVN vs CHD
+126.1%
-58.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -4.5% | +9.0% | +4.5% |
| 30D | +12.0% | -6.7% | +18.7% | +12.0% |
| 3M | +13.4% | -2.7% | +16.1% | +13.4% |
| 6M | +12.1% | -4.9% | +17.0% | +12.1% |
| YTD | +38.8% | +13.3% | +25.5% | +38.5% |
| 1Y | +46.0% | +1.0% | +45.0% | +45.8% |
| 3Y | +9.5% | +1.3% | +8.2% | +9.2% |
| 5Y | +125.3% | +20.8% | +104.4% | +121.8% |
| All | +67.3% | +126.1% | -58.8% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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