+1,075.1%
DVN vs DOC
+2,934.4%
-1,859.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.5% | -8.4% |
| 7D | -13.9% | +8.7% | -22.7% | -16.4% |
| 30D | -8.0% | +7.6% | -15.7% | -10.5% |
| 3M | +0.8% | -5.3% | +6.1% | +2.0% |
| 6M | -12.8% | +27.6% | -40.4% | -21.3% |
| YTD | +22.7% | +32.4% | -9.7% | +8.6% |
| 1Y | +39.0% | +22.9% | +16.1% | +26.1% |
| 3Y | +2.8% | +43.1% | -40.3% | -12.5% |
| 5Y | +32.0% | -21.4% | +53.3% | +36.1% |
| 10Y | +58.7% | +16.8% | +41.9% | +41.8% |
| All | +1,075.1% | +2,934.4% | -1,859.3% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling