+713.3%
DVN vs DRI
+7,437.5%
-6,724.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +12.6% | -0.4% | +13.0% | +12.6% |
| 3M | +8.1% | +9.5% | -1.4% | +4.7% |
| 6M | +10.2% | +6.5% | +3.7% | +7.0% |
| YTD | +33.8% | +18.4% | +15.4% | +25.4% |
| 1Y | +43.9% | +4.2% | +39.7% | +39.8% |
| 3Y | +1.7% | +57.1% | -55.3% | -13.9% |
| 5Y | +119.6% | +70.4% | +49.2% | +79.7% |
| 10Y | +53.7% | +354.0% | -300.3% | -4.2% |
| All | +713.3% | +7,437.5% | -6,724.2% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling