+21.2%
DVN vs DOC
-21.4%
+42.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -19.1% | +6.5% | -25.5% | -20.3% |
| 30D | -11.8% | +9.2% | -21.0% | -13.7% |
| 3M | -1.5% | -2.5% | +1.0% | -1.1% |
| 6M | -8.2% | +7.1% | -15.3% | -10.5% |
| YTD | +17.4% | +33.0% | -15.6% | +5.3% |
| 1Y | +33.5% | +23.3% | +10.2% | +23.3% |
| 3Y | -0.3% | +44.9% | -45.2% | -14.9% |
| All | +21.2% | -21.4% | +42.7% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling