+1.3%
DVN vs COMP
+225.1%
-223.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | +14.2% | -13.3% | +27.5% | +14.5% |
| 3M | +5.2% | +41.1% | -35.9% | +3.3% |
| 6M | +11.9% | +17.2% | -5.3% | +11.1% |
| YTD | +32.8% | +5.2% | +27.6% | +32.5% |
| 1Y | +38.6% | +18.9% | +19.7% | +35.8% |
| All | +1.3% | +225.1% | -223.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling