+687.8%
DVN vs DRI
+8,063.5%
-7,375.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +10.4% | +1.1% | +9.3% | +10.0% |
| 30D | -6.7% | +9.7% | -16.4% | -9.5% |
| 3M | +5.6% | +3.2% | +2.4% | +4.0% |
| 6M | +0.7% | +20.6% | -19.9% | -5.8% |
| YTD | +29.6% | +28.3% | +1.3% | +18.0% |
| 1Y | +36.3% | +34.5% | +1.8% | +22.2% |
| 3Y | +13.2% | +66.5% | -53.4% | -6.2% |
| 5Y | +38.6% | +79.6% | -41.1% | +11.0% |
| 10Y | +60.9% | +333.8% | -272.9% | -0.2% |
| All | +687.8% | +8,063.5% | -7,375.7% | +243.4% |
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 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