+36.0%
DVN vs COR
-3.2%
+39.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.5% |
| 7D | -16.2% | +2.8% | -19.0% | -16.4% |
| 30D | -10.7% | +7.4% | -18.1% | -11.5% |
| 3M | +2.5% | +7.3% | -4.8% | +1.5% |
| 6M | -14.8% | +11.5% | -26.3% | -15.6% |
| YTD | +19.3% | +1.2% | +18.1% | +16.1% |
| 1Y | +36.0% | -3.3% | +39.3% | +32.2% |
| All | +36.0% | -3.2% | +39.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling