+9.0%
DVN vs DLR
+55.5%
-46.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.4% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +10.2% | -2.9% | +13.0% | +10.6% |
| 3M | +8.1% | +3.2% | +4.9% | +7.1% |
| 6M | +15.9% | +3.9% | +12.0% | +13.8% |
| YTD | +38.2% | +21.4% | +16.8% | +29.9% |
| 1Y | +44.5% | +9.7% | +34.8% | +39.5% |
| All | +9.0% | +55.5% | -46.5% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling