+115.6%
DVN vs DLR
+3,617.4%
-3,501.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.3% | +3.4% | -4.7% | -2.4% |
| 30D | +12.6% | -2.2% | +14.8% | +13.2% |
| 3M | +8.1% | +4.7% | +3.4% | +5.8% |
| 6M | +10.2% | +9.0% | +1.2% | +5.8% |
| YTD | +33.8% | +24.1% | +9.6% | +22.9% |
| 1Y | +43.9% | +20.9% | +22.9% | +33.0% |
| 3Y | +1.7% | +60.0% | -58.3% | -15.7% |
| 5Y | +119.6% | +35.3% | +84.3% | +86.9% |
| 10Y | +53.7% | +165.8% | -112.0% | -1.9% |
| All | +115.6% | +3,617.4% | -3,501.8% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling