+1,196.2%
DVN vs DE
+14,495.7%
-13,299.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.1% | -3.0% | +2.9% | +1.2% |
| 30D | +8.0% | +11.1% | -3.2% | +3.0% |
| 3M | +11.9% | +17.6% | -5.7% | +3.4% |
| 6M | +10.6% | +13.6% | -3.0% | +2.7% |
| YTD | +35.4% | +46.3% | -10.9% | +12.2% |
| 1Y | +46.5% | +44.2% | +2.3% | +21.6% |
| 3Y | +3.0% | +76.6% | -73.6% | -22.5% |
| 5Y | +120.5% | +98.2% | +22.3% | +56.5% |
| 10Y | +62.5% | +863.5% | -801.1% | -35.3% |
| All | +1,196.2% | +14,495.7% | -13,299.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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