+111.8%
DVN vs DECK
+25.5%
+86.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.7% |
| 7D | +1.5% | -2.2% | +3.7% | +1.8% |
| 30D | +14.2% | -13.6% | +27.8% | +16.6% |
| 3M | +5.2% | -21.2% | +26.5% | +8.7% |
| 6M | +11.9% | -21.1% | +33.0% | +14.8% |
| YTD | +32.8% | -17.2% | +50.1% | +34.3% |
| 1Y | +38.6% | -30.7% | +69.3% | +44.4% |
| 3Y | +0.5% | -3.4% | +3.9% | -8.9% |
| All | +111.8% | +25.5% | +86.3% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling