+124.3%
DVN vs DG
-39.4%
+163.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | +2.5% | -6.3% | +8.8% | +2.7% |
| 30D | +10.2% | +2.4% | +7.7% | +10.1% |
| 3M | +8.1% | +12.4% | -4.3% | +7.6% |
| 6M | +15.9% | -14.9% | +30.8% | +16.8% |
| YTD | +38.2% | -6.1% | +44.3% | +38.5% |
| 1Y | +44.5% | +17.9% | +26.6% | +42.5% |
| 3Y | +5.1% | +3.1% | +2.0% | +3.4% |
| 5Y | +124.3% | -38.7% | +163.0% | +153.5% |
| All | +124.3% | -39.4% | +163.7% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling