+67.3%
DVN vs DRI
+353.8%
-286.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +4.5% | -3.2% | +7.7% | +6.3% |
| 30D | +12.0% | -7.8% | +19.8% | +16.6% |
| 3M | +13.4% | +0.4% | +13.0% | +12.2% |
| 6M | +12.1% | +4.8% | +7.3% | +7.1% |
| YTD | +38.8% | +16.7% | +22.1% | +24.0% |
| 1Y | +46.0% | +1.5% | +44.6% | +40.0% |
| 3Y | +9.5% | +56.3% | -46.8% | -20.6% |
| 5Y | +125.3% | +66.4% | +58.8% | +52.6% |
| All | +67.3% | +353.8% | -286.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling