+124.3%
DVN vs DD
+57.4%
+66.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +2.5% | -2.9% | +5.4% | +3.9% |
| 30D | +10.2% | -11.5% | +21.7% | +16.3% |
| 3M | +8.1% | -5.4% | +13.5% | +9.8% |
| 6M | +15.9% | -6.9% | +22.8% | +16.4% |
| YTD | +38.2% | +6.9% | +31.4% | +27.7% |
| 1Y | +44.5% | +35.6% | +8.8% | +15.0% |
| 3Y | +5.1% | +42.5% | -37.4% | -21.6% |
| 5Y | +124.3% | +58.5% | +65.8% | +48.0% |
| All | +124.3% | +57.4% | +66.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling