+39.0%
DVN vs EWZ
+7.8%
+31.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -9.0% | -7.3% |
| 7D | -13.9% | -4.1% | -9.9% | -14.1% |
| 30D | -8.0% | -25.0% | +16.9% | -9.0% |
| 3M | +0.8% | -10.6% | +11.4% | +1.1% |
| 6M | -12.8% | -16.6% | +3.9% | -12.4% |
| YTD | +22.7% | +2.5% | +20.3% | +19.2% |
| 1Y | +39.0% | +8.1% | +30.9% | +32.4% |
| All | +39.0% | +7.8% | +31.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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