+1,171.8%
DVN vs COO
+5,988.7%
-4,816.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | +1.5% | -2.2% | +3.7% | +1.7% |
| 30D | +14.2% | -7.0% | +21.2% | +14.9% |
| 3M | +5.2% | +12.2% | -7.0% | +4.0% |
| 6M | +11.9% | -15.1% | +27.0% | +13.1% |
| YTD | +32.8% | -15.1% | +47.9% | +34.3% |
| 1Y | +38.6% | +2.3% | +36.2% | +37.7% |
| 3Y | +0.5% | -23.7% | +24.2% | +2.0% |
| 5Y | +111.0% | -38.9% | +150.0% | +117.2% |
| 10Y | +56.1% | +49.9% | +6.2% | +51.6% |
| All | +1,171.8% | +5,988.7% | -4,816.9% | +983.9% |
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