+9.5%
DVN vs DKS
+29.1%
-19.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +4.5% | -3.0% | +7.5% | +5.0% |
| 30D | +12.0% | -33.4% | +45.3% | +18.6% |
| 3M | +13.4% | -39.4% | +52.8% | +22.0% |
| 6M | +12.1% | -30.1% | +42.2% | +15.4% |
| YTD | +38.8% | -31.0% | +69.8% | +43.0% |
| 1Y | +46.0% | -40.2% | +86.2% | +55.6% |
| 3Y | +9.5% | +30.9% | -21.5% | -8.2% |
| All | +9.5% | +29.1% | -19.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling