+111.8%
DVN vs DOCN
+54.1%
+57.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +14.2% | -9.6% | +23.8% | +15.0% |
| 3M | +5.2% | -37.7% | +42.9% | +9.5% |
| 6M | +11.9% | +115.2% | -103.3% | -0.8% |
| YTD | +32.8% | +133.7% | -100.9% | +15.9% |
| 1Y | +38.6% | +250.2% | -211.6% | +14.1% |
| 3Y | +0.5% | +320.3% | -319.8% | -21.7% |
| All | +111.8% | +54.1% | +57.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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