+12.3%
DVN vs COR
+80.8%
-68.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.8% |
| 7D | +7.8% | +2.9% | +5.0% | +7.9% |
| 30D | -7.9% | +5.8% | -13.8% | -7.8% |
| 3M | +3.7% | +11.4% | -7.7% | +3.9% |
| 6M | +0.2% | +34.5% | -34.3% | +0.9% |
| YTD | +28.6% | +4.1% | +24.5% | +27.3% |
| 1Y | +34.6% | -3.1% | +37.7% | +31.8% |
| All | +12.3% | +80.8% | -68.5% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling