+684.7%
DVN vs COR
+17,211.5%
-16,526.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +12.6% | +1.5% | +11.1% | +12.1% |
| 3M | +8.1% | +18.7% | -10.6% | +3.6% |
| 6M | +10.2% | -9.0% | +19.2% | +12.0% |
| YTD | +33.8% | -3.3% | +37.1% | +33.5% |
| 1Y | +43.9% | +9.8% | +34.1% | +38.9% |
| 3Y | +1.7% | +87.4% | -85.6% | -15.2% |
| 5Y | +119.6% | +180.5% | -60.9% | +66.0% |
| 10Y | +53.7% | +398.1% | -344.4% | +0.9% |
| All | +684.7% | +17,211.5% | -16,526.7% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling