+1,140.6%
DVN vs D
+2,415.1%
-1,274.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | -1.4% | +11.7% | +11.0% |
| 30D | -6.7% | +7.7% | -14.4% | -10.2% |
| 3M | +5.6% | -0.3% | +5.9% | +5.2% |
| 6M | +0.7% | +10.1% | -9.4% | -4.7% |
| YTD | +29.6% | +19.1% | +10.5% | +18.1% |
| 1Y | +36.3% | +15.9% | +20.4% | +25.6% |
| 3Y | +13.2% | +75.0% | -61.9% | -16.4% |
| 5Y | +38.6% | +13.4% | +25.2% | +24.0% |
| 10Y | +60.9% | +47.5% | +13.4% | +15.2% |
| All | +1,140.6% | +2,415.1% | -1,274.4% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling