+67.3%
DVN vs COR
+406.5%
-339.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.5% | -2.8% | +7.3% | +5.7% |
| 30D | +12.0% | +2.6% | +9.4% | +10.7% |
| 3M | +13.4% | +14.5% | -1.1% | +7.0% |
| 6M | +12.1% | -7.8% | +19.9% | +14.5% |
| YTD | +38.8% | -4.2% | +43.0% | +38.5% |
| 1Y | +46.0% | +7.0% | +39.0% | +38.2% |
| 3Y | +9.5% | +85.5% | -76.0% | -23.1% |
| 5Y | +125.3% | +181.2% | -55.9% | +28.1% |
| All | +67.3% | +406.5% | -339.2% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling