+66.6%
DVN vs DAR
+375.1%
-308.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.1% |
| 7D | +2.5% | +0.9% | +1.6% | +1.9% |
| 30D | +10.2% | +6.4% | +3.7% | +6.0% |
| 3M | +8.1% | +13.2% | -5.1% | +0.2% |
| 6M | +15.9% | +26.2% | -10.3% | +0.9% |
| YTD | +38.2% | +84.4% | -46.1% | -2.8% |
| 1Y | +44.5% | +112.0% | -67.6% | -7.5% |
| 3Y | +5.1% | +13.4% | -8.2% | -10.9% |
| 5Y | +124.3% | -6.0% | +130.3% | +102.5% |
| All | +66.6% | +375.1% | -308.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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