+287.3%
DVN vs EW
+6,974.1%
-6,686.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +14.2% | +1.0% | +13.1% | +13.9% |
| 3M | +5.2% | +2.8% | +2.4% | +4.3% |
| 6M | +11.9% | +5.5% | +6.4% | +9.7% |
| YTD | +32.8% | +5.5% | +27.4% | +30.1% |
| 1Y | +38.6% | +11.0% | +27.5% | +33.7% |
| 3Y | +0.5% | +17.7% | -17.2% | -8.2% |
| 5Y | +111.0% | -25.7% | +136.8% | +112.2% |
| 10Y | +56.1% | +132.8% | -76.7% | +18.8% |
| All | +287.3% | +6,974.1% | -6,686.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling