+67.3%
DVN vs DLR
+177.5%
-110.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.0% | -4.3% | +16.3% | +13.0% |
| 3M | +13.4% | +3.8% | +9.6% | +11.9% |
| 6M | +12.1% | +5.8% | +6.3% | +9.6% |
| YTD | +38.8% | +23.5% | +15.3% | +30.3% |
| 1Y | +46.0% | +11.1% | +35.0% | +40.6% |
| 3Y | +9.5% | +57.9% | -48.4% | -4.6% |
| 5Y | +125.3% | +44.0% | +81.3% | +97.3% |
| All | +67.3% | +177.5% | -110.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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