+149.5%
DVN vs COMP
-51.7%
+201.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.4% |
| 7D | +1.9% | +2.2% | -0.3% | +1.6% |
| 30D | -8.2% | +16.3% | -24.5% | -9.5% |
| 3M | -0.3% | -19.1% | +18.8% | +0.8% |
| 6M | -2.5% | +17.1% | -19.6% | -5.3% |
| YTD | +25.0% | -2.9% | +28.0% | +22.3% |
| 1Y | +31.1% | +8.8% | +22.3% | +26.3% |
| 3Y | +8.7% | +423.5% | -414.8% | -16.3% |
| 5Y | +33.3% | -10.5% | +43.8% | +18.3% |
| All | +149.5% | -51.7% | +201.2% | +166.0% |
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