+233.3%
DVN vs DKS
+6,026.4%
-5,793.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.1% | -2.9% | +2.8% | +0.6% |
| 30D | +8.0% | -37.7% | +45.7% | +19.9% |
| 3M | +11.9% | -38.9% | +50.9% | +24.3% |
| 6M | +10.6% | -31.1% | +41.7% | +17.8% |
| YTD | +35.4% | -31.8% | +67.2% | +44.1% |
| 1Y | +46.5% | -38.0% | +84.5% | +59.4% |
| 3Y | +3.0% | +28.6% | -25.7% | -11.5% |
| 5Y | +120.5% | +12.5% | +108.0% | +85.6% |
| 10Y | +62.5% | +198.3% | -135.9% | -7.3% |
| All | +233.3% | +6,026.4% | -5,793.2% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling