+67.3%
DVN vs DUK
+129.4%
-62.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +12.0% | -2.4% | +14.4% | +12.9% |
| 3M | +13.4% | -3.0% | +16.4% | +14.4% |
| 6M | +12.1% | -6.6% | +18.7% | +14.4% |
| YTD | +38.8% | +4.6% | +34.3% | +36.3% |
| 1Y | +46.0% | +1.2% | +44.8% | +44.7% |
| 3Y | +9.5% | +45.7% | -36.2% | -7.1% |
| 5Y | +125.3% | +40.3% | +85.0% | +92.1% |
| All | +67.3% | +129.4% | -62.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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