+14.5%
DVN vs DG
+560.3%
-545.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.4% |
| 7D | -0.1% | -4.8% | +4.7% | +0.3% |
| 30D | +8.0% | +1.8% | +6.2% | +7.8% |
| 3M | +11.9% | +14.5% | -2.5% | +10.3% |
| 6M | +10.6% | -13.6% | +24.2% | +11.8% |
| YTD | +35.4% | -4.8% | +40.2% | +35.3% |
| 1Y | +46.5% | +21.6% | +24.9% | +42.2% |
| 3Y | +3.0% | +4.5% | -1.5% | -0.5% |
| 5Y | +120.5% | -38.5% | +159.0% | +128.7% |
| 10Y | +62.5% | +102.2% | -39.8% | +38.5% |
| All | +14.5% | +560.3% | -545.8% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling