+166.9%
DVN vs COMP
-49.4%
+216.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | -1.3% | +4.1% | -5.4% | -1.7% |
| 30D | +12.6% | -14.5% | +27.2% | +13.9% |
| 3M | +8.1% | +41.8% | -33.7% | +3.9% |
| 6M | +10.2% | +23.6% | -13.4% | +6.0% |
| YTD | +33.8% | +1.7% | +32.1% | +30.8% |
| 1Y | +43.9% | +12.6% | +31.3% | +38.4% |
| 3Y | +1.7% | +221.9% | -220.1% | -16.6% |
| 5Y | +119.6% | -28.1% | +147.7% | +104.1% |
| All | +166.9% | -49.4% | +216.3% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling