+118.6%
DVN vs DOW
-37.7%
+156.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.7% |
| 7D | +4.5% | -1.4% | +5.9% | +5.4% |
| 30D | +12.0% | -3.9% | +15.9% | +14.6% |
| 3M | +13.4% | -12.7% | +26.1% | +22.5% |
| 6M | +12.1% | -13.7% | +25.8% | +20.7% |
| YTD | +38.8% | +28.4% | +10.4% | +15.4% |
| 1Y | +46.0% | +21.8% | +24.3% | +23.7% |
| 3Y | +9.5% | -35.7% | +45.2% | +42.8% |
| All | +118.6% | -37.7% | +156.4% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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