+67.3%
DVN vs DG
+101.8%
-34.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +4.5% | -6.5% | +11.0% | +5.0% |
| 30D | +12.0% | +4.2% | +7.8% | +11.6% |
| 3M | +13.4% | +9.5% | +3.9% | +12.5% |
| 6M | +12.1% | -13.1% | +25.2% | +13.1% |
| YTD | +38.8% | -4.8% | +43.7% | +38.9% |
| 1Y | +46.0% | +20.6% | +25.4% | +42.7% |
| 3Y | +9.5% | +4.9% | +4.6% | +6.5% |
| 5Y | +125.3% | -37.9% | +163.1% | +136.5% |
| All | +67.3% | +101.8% | -34.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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