+258.2%
DVN vs CHRW
+4,173.0%
-3,914.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | +1.5% | -1.4% | +2.9% | +1.9% |
| 30D | +14.2% | -3.5% | +17.6% | +15.1% |
| 3M | +5.2% | -19.4% | +24.6% | +11.1% |
| 6M | +11.9% | -21.4% | +33.2% | +17.9% |
| YTD | +32.8% | -7.1% | +40.0% | +31.6% |
| 1Y | +38.6% | +17.8% | +20.8% | +25.6% |
| 3Y | +0.5% | +78.8% | -78.2% | -22.8% |
| 5Y | +111.0% | +83.5% | +27.5% | +59.6% |
| 10Y | +56.1% | +160.2% | -104.1% | +5.7% |
| All | +258.2% | +4,173.0% | -3,914.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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