+36.7%
DVN vs COR
+203.9%
-167.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.2% |
| 7D | +10.4% | +7.8% | +2.5% | +8.7% |
| 30D | -6.7% | +7.0% | -13.7% | -8.1% |
| 3M | +5.6% | +16.3% | -10.6% | +2.0% |
| 6M | +0.7% | +41.3% | -40.6% | -7.3% |
| YTD | +29.6% | +7.1% | +22.4% | +26.0% |
| 1Y | +36.3% | -0.8% | +37.1% | +35.2% |
| 3Y | +13.2% | +85.0% | -71.8% | -17.0% |
| All | +36.7% | +203.9% | -167.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling