+67.3%
DVN vs DD
+66.6%
+0.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.5% | -3.5% | +8.0% | +7.0% |
| 30D | +12.0% | -11.7% | +23.6% | +21.6% |
| 3M | +13.4% | -9.2% | +22.6% | +19.8% |
| 6M | +12.1% | -7.2% | +19.3% | +13.1% |
| YTD | +38.8% | +6.6% | +32.2% | +25.0% |
| 1Y | +46.0% | +32.0% | +14.0% | +10.2% |
| 3Y | +9.5% | +42.1% | -32.6% | -25.7% |
| 5Y | +125.3% | +58.1% | +67.2% | +33.9% |
| All | +67.3% | +66.6% | +0.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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