+1,180.8%
DVN vs DD
+959.7%
+221.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +12.6% | -7.4% | +20.0% | +16.3% |
| 3M | +8.1% | -6.4% | +14.6% | +10.3% |
| 6M | +10.2% | -2.5% | +12.6% | +8.8% |
| YTD | +33.8% | +10.2% | +23.5% | +24.5% |
| 1Y | +43.9% | +36.9% | +6.9% | +20.6% |
| 3Y | +1.7% | +47.0% | -45.3% | -18.6% |
| 5Y | +119.6% | +63.1% | +56.5% | +66.6% |
| 10Y | +53.7% | +68.2% | -14.4% | +17.6% |
| All | +1,180.8% | +959.7% | +221.1% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling