+45.4%
DVN vs EW
+10.9%
+34.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.2% |
| 7D | +2.5% | -3.4% | +5.9% | +2.0% |
| 30D | +10.2% | -7.4% | +17.5% | +9.1% |
| 3M | +8.1% | +0.9% | +7.2% | +8.5% |
| 6M | +15.9% | +1.2% | +14.7% | +17.1% |
| YTD | +38.2% | +1.8% | +36.5% | +39.8% |
| All | +45.4% | +10.9% | +34.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling