-8.2%
DVN vs DOCN
-53.2%
+45.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | -19.1% | -19.2% | +0.1% | -18.8% |
| 30D | -11.8% | -43.1% | +31.2% | -11.5% |
| 3M | -1.5% | -40.7% | +39.2% | -1.2% |
| 6M | -8.2% | -55.0% | +46.8% | -6.5% |
| All | -8.2% | -53.2% | +45.0% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling