+660.1%
DVN vs COR
+19,078.6%
-18,418.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | +10.4% | +7.8% | +2.5% | +8.4% |
| 30D | -6.7% | +7.0% | -13.7% | -8.4% |
| 3M | +5.6% | +16.3% | -10.6% | +1.6% |
| 6M | +0.7% | +41.3% | -40.6% | -7.8% |
| YTD | +29.6% | +7.1% | +22.4% | +25.9% |
| 1Y | +36.3% | -0.8% | +37.1% | +34.8% |
| 3Y | +13.2% | +85.0% | -71.8% | -5.4% |
| 5Y | +38.6% | +203.9% | -165.3% | +2.5% |
| 10Y | +60.9% | +510.3% | -449.4% | +1.2% |
| All | +660.1% | +19,078.6% | -18,418.5% | +247.2% |
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 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