+21.2%
DVN vs DECK
+23.3%
-2.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -19.1% | +5.8% | -24.8% | -19.8% |
| 30D | -11.8% | +7.9% | -19.7% | -13.0% |
| 3M | -1.5% | -11.4% | +9.9% | +0.1% |
| 6M | -8.2% | -16.6% | +8.4% | -6.4% |
| YTD | +17.4% | -16.4% | +33.8% | +18.2% |
| 1Y | +33.5% | +8.6% | +24.8% | +26.8% |
| 3Y | -0.3% | -15.1% | +14.8% | -7.4% |
| All | +21.2% | +23.3% | -2.1% | +8.9% |
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