+39.0%
DVN vs COMP
+23.8%
+15.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.7% | -15.1% | -5.6% |
| 7D | -13.9% | +9.5% | -23.4% | -11.9% |
| 30D | -8.0% | +8.1% | -16.1% | -5.9% |
| 3M | +0.8% | -16.3% | +17.1% | -1.7% |
| 6M | -12.8% | +42.2% | -55.0% | -4.9% |
| YTD | +22.7% | -5.0% | +27.7% | +31.9% |
| 1Y | +39.0% | +20.1% | +18.9% | +44.3% |
| All | +39.0% | +23.8% | +15.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling