+57.3%
DVN vs DECK
+753.0%
-695.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | 0.0% |
| 7D | +10.4% | +0.1% | +10.2% | +10.2% |
| 30D | -6.7% | +4.8% | -11.5% | -8.5% |
| 3M | +5.6% | -6.9% | +12.6% | +6.8% |
| 6M | +0.7% | -7.6% | +8.2% | +0.7% |
| YTD | +29.6% | -16.3% | +45.8% | +30.8% |
| 1Y | +36.3% | +4.5% | +31.8% | +27.4% |
| 3Y | +13.2% | -17.1% | +30.3% | +2.6% |
| 5Y | +38.6% | +21.9% | +16.7% | +2.6% |
| All | +57.3% | +753.0% | -695.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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