+6.8%
DVN vs EW
+16.4%
-9.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -0.1% | -5.1% | +5.0% | -0.2% |
| 30D | +8.0% | -6.4% | +14.3% | +7.9% |
| 3M | +11.9% | -1.6% | +13.5% | +11.9% |
| 6M | +10.6% | +2.3% | +8.4% | +10.7% |
| YTD | +35.4% | +1.1% | +34.3% | +35.5% |
| 1Y | +46.5% | +8.0% | +38.5% | +46.3% |
| All | +6.8% | +16.4% | -9.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling