+134.3%
DVN vs COMP
-52.0%
+186.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.7% | -12.3% | -2.3% |
| 7D | -19.1% | +13.4% | -32.5% | -19.9% |
| 30D | -11.8% | +11.1% | -22.9% | -12.8% |
| 3M | -1.5% | -18.8% | +17.4% | -0.3% |
| 6M | -8.2% | +10.5% | -18.7% | -10.3% |
| YTD | +17.4% | -3.4% | +20.8% | +14.9% |
| 1Y | +33.5% | +19.7% | +13.8% | +27.2% |
| 3Y | -0.3% | +381.6% | -381.9% | -22.4% |
| 5Y | +22.7% | -17.6% | +40.3% | +10.4% |
| All | +134.3% | -52.0% | +186.2% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling