+62.5%
DVN vs D
+34.1%
+28.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +8.0% | -2.1% | +10.1% | +8.5% |
| 3M | +11.9% | -0.7% | +12.7% | +12.1% |
| 6M | +10.6% | +5.6% | +5.1% | +8.8% |
| YTD | +35.4% | +14.6% | +20.8% | +30.4% |
| 1Y | +46.5% | +15.3% | +31.1% | +40.6% |
| 3Y | +3.0% | +59.1% | -56.2% | -10.1% |
| 5Y | +120.5% | +3.9% | +116.6% | +113.4% |
| 10Y | +62.5% | +38.5% | +24.0% | +56.5% |
| All | +62.5% | +34.1% | +28.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling