+124.3%
DVN vs COR
+179.1%
-54.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +2.5% | -4.8% | +7.3% | +3.7% |
| 30D | +10.2% | -3.7% | +13.9% | +11.1% |
| 3M | +8.1% | +14.3% | -6.2% | +4.4% |
| 6M | +15.9% | -8.5% | +24.4% | +17.6% |
| YTD | +38.2% | -4.4% | +42.7% | +38.1% |
| 1Y | +44.5% | +9.1% | +35.3% | +38.0% |
| 3Y | +5.1% | +85.2% | -80.1% | -27.5% |
| 5Y | +124.3% | +180.7% | -56.3% | +9.0% |
| All | +124.3% | +179.1% | -54.8% | +9.0% |
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