+46.0%
DVN vs COR
+9.0%
+37.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -2.8% | +7.3% | +4.9% |
| 30D | +12.0% | +2.6% | +9.4% | +11.6% |
| 3M | +13.4% | +14.5% | -1.1% | +11.6% |
| 6M | +12.1% | -7.8% | +19.9% | +10.3% |
| YTD | +38.8% | -4.2% | +43.0% | +36.3% |
| 1Y | +46.0% | +7.0% | +39.0% | +37.5% |
| All | +46.0% | +9.0% | +37.1% | +37.5% |
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