+66.6%
DVN vs COO
+17.5%
+49.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.7% | +16.8% | +7.9% |
| 7D | +2.5% | -23.3% | +25.8% | +13.0% |
| 30D | +10.2% | -29.5% | +39.7% | +25.6% |
| 3M | +8.1% | -20.0% | +28.1% | +16.3% |
| 6M | +15.9% | -27.2% | +43.1% | +28.7% |
| YTD | +38.2% | -33.9% | +72.2% | +60.0% |
| 1Y | +44.5% | -19.9% | +64.4% | +52.0% |
| 3Y | +5.1% | -38.1% | +43.2% | +18.9% |
| 5Y | +124.3% | -52.0% | +176.3% | +183.5% |
| All | +66.6% | +17.5% | +49.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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