+45.5%
DVN vs DOC
+20.3%
+25.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.8% |
| 7D | -8.8% | +4.3% | -13.2% | -10.5% |
| 30D | -10.0% | +9.2% | -19.2% | -13.5% |
| 3M | -3.7% | -0.8% | -2.8% | -4.0% |
| 6M | -3.5% | +7.1% | -10.6% | -7.5% |
| YTD | +20.8% | +34.0% | -13.2% | +2.2% |
| 1Y | +31.2% | +23.2% | +8.0% | +15.5% |
| 3Y | +5.0% | +53.6% | -48.6% | -18.9% |
| 5Y | +29.9% | -20.4% | +50.4% | +37.6% |
| 10Y | +45.5% | +23.4% | +22.1% | +36.7% |
| All | +45.5% | +20.3% | +25.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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