+37.6%
DVN vs COO
-39.4%
+77.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +7.8% | -2.1% | +9.9% | +8.2% |
| 30D | -7.9% | +13.9% | -21.8% | -10.6% |
| 3M | +3.7% | -18.9% | +22.7% | +8.2% |
| 6M | +0.2% | +3.7% | -3.5% | -2.4% |
| YTD | +28.6% | -24.1% | +52.7% | +36.4% |
| 1Y | +34.6% | -14.2% | +48.8% | +37.3% |
| 3Y | +11.8% | -24.5% | +36.3% | +13.9% |
| 5Y | +37.6% | -40.4% | +78.0% | +46.5% |
| All | +37.6% | -39.4% | +77.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling