+424.6%
DVN vs DGX
+8,778.1%
-8,353.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +4.5% | -0.9% | +5.4% | +4.7% |
| 30D | +12.0% | -1.2% | +13.1% | +12.3% |
| 3M | +13.4% | +15.8% | -2.4% | +8.6% |
| 6M | +12.1% | +18.2% | -6.1% | +6.4% |
| YTD | +38.8% | +37.2% | +1.6% | +26.1% |
| 1Y | +46.0% | +30.4% | +15.7% | +34.3% |
| 3Y | +9.5% | +96.7% | -87.2% | -11.2% |
| 5Y | +125.3% | +67.2% | +58.1% | +88.6% |
| 10Y | +66.6% | +253.9% | -187.3% | +11.7% |
| All | +424.6% | +8,778.1% | -8,353.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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