+24.7%
DVN vs DOC
-22.1%
+46.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -16.2% | +6.2% | -22.4% | -17.4% |
| 30D | -10.7% | +6.5% | -17.2% | -12.1% |
| 3M | +2.5% | -6.2% | +8.8% | +3.8% |
| 6M | -14.8% | +25.6% | -40.3% | -21.3% |
| YTD | +19.3% | +32.1% | -12.8% | +7.2% |
| 1Y | +36.0% | +20.3% | +15.7% | +26.7% |
| 3Y | -0.1% | +42.7% | -42.8% | -14.3% |
| 5Y | +24.7% | -22.2% | +46.8% | +47.8% |
| All | +24.7% | -22.1% | +46.7% | +47.8% |
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 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