+57.3%
DVN vs DOC
+21.2%
+36.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | -0.9% | +11.2% | +10.7% |
| 30D | -6.7% | +7.7% | -14.4% | -9.8% |
| 3M | +5.6% | -2.0% | +7.6% | +5.8% |
| 6M | +0.7% | +5.9% | -5.2% | -3.1% |
| YTD | +29.6% | +31.8% | -2.3% | +10.4% |
| 1Y | +36.3% | +22.5% | +13.8% | +20.1% |
| 3Y | +13.2% | +54.7% | -41.6% | -13.1% |
| 5Y | +38.6% | -21.3% | +59.9% | +47.3% |
| All | +57.3% | +21.2% | +36.1% | +51.2% |
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