+9.5%
DVN vs EWZ
+46.3%
-36.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +4.5% | +0.9% | +3.6% | +4.2% |
| 30D | +12.0% | +12.8% | -0.8% | +7.7% |
| 3M | +13.4% | +10.8% | +2.6% | +9.4% |
| 6M | +12.1% | +2.5% | +9.6% | +10.2% |
| YTD | +38.8% | +21.4% | +17.5% | +25.0% |
| 1Y | +46.0% | +32.8% | +13.2% | +24.8% |
| 3Y | +9.5% | +45.2% | -35.7% | -13.3% |
| All | +9.5% | +46.3% | -36.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling