+36.3%
DVN vs DOC
+21.0%
+15.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.5% |
| 7D | +10.4% | -1.4% | +11.7% | +9.8% |
| 30D | -6.7% | +7.2% | -13.9% | -4.2% |
| 3M | +5.6% | -2.5% | +8.1% | +5.3% |
| 6M | +0.7% | +5.3% | -4.7% | +3.1% |
| YTD | +29.6% | +31.2% | -1.6% | +38.5% |
| 1Y | +36.3% | +21.9% | +14.4% | +48.8% |
| All | +36.3% | +21.0% | +15.3% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling