+1,140.6%
DVN vs COO
+5,381.5%
-4,240.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +10.4% | +0.5% | +9.9% | +10.3% |
| 30D | -6.7% | +14.2% | -20.8% | -7.8% |
| 3M | +5.6% | -18.2% | +23.8% | +7.1% |
| 6M | +0.7% | +5.3% | -4.7% | -0.3% |
| YTD | +29.6% | -23.6% | +53.1% | +31.7% |
| 1Y | +36.3% | -12.7% | +49.0% | +37.0% |
| 3Y | +13.2% | -24.2% | +37.3% | +14.5% |
| 5Y | +38.6% | -40.0% | +78.6% | +42.5% |
| 10Y | +60.9% | +41.6% | +19.3% | +56.7% |
| All | +1,140.6% | +5,381.5% | -4,240.9% | +963.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling