+67.3%
DVN vs DKS
+206.3%
-139.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | +4.5% | -2.0% | +6.6% | +5.1% |
| 30D | +12.0% | -32.7% | +44.7% | +22.6% |
| 3M | +13.4% | -38.8% | +52.2% | +27.0% |
| 6M | +12.1% | -29.4% | +41.5% | +18.8% |
| YTD | +38.8% | -30.3% | +69.1% | +47.2% |
| 1Y | +46.0% | -39.6% | +85.6% | +61.0% |
| 3Y | +9.5% | +32.2% | -22.7% | -9.5% |
| 5Y | +125.3% | +15.1% | +110.2% | +81.6% |
| All | +67.3% | +206.3% | -139.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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