+567.2%
DVN vs DECK
+7,999.1%
-7,431.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -16.2% | +6.0% | -22.2% | -16.8% |
| 30D | -10.7% | +7.4% | -18.1% | -11.6% |
| 3M | +2.5% | -11.7% | +14.2% | +3.6% |
| 6M | -14.8% | -11.0% | -3.8% | -14.3% |
| YTD | +19.3% | -15.4% | +34.6% | +19.9% |
| 1Y | +36.0% | +7.2% | +28.7% | +32.9% |
| 3Y | -0.1% | -11.8% | +11.8% | -2.1% |
| 5Y | +24.7% | +24.3% | +0.3% | +16.2% |
| 10Y | +54.2% | +907.5% | -853.3% | +18.3% |
| All | +567.2% | +7,999.1% | -7,431.9% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling