+67.3%
DVN vs GAP
+31.2%
+36.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.4% |
| 7D | +4.5% | -4.1% | +8.6% | +5.7% |
| 30D | +12.0% | +6.2% | +5.7% | +9.4% |
| 3M | +13.4% | -0.7% | +14.1% | +12.4% |
| 6M | +12.1% | -7.1% | +19.2% | +11.3% |
| YTD | +38.8% | -14.1% | +52.9% | +39.9% |
| 1Y | +46.0% | -8.5% | +54.5% | +42.9% |
| 3Y | +9.5% | +115.4% | -105.9% | -28.4% |
| 5Y | +125.3% | +9.8% | +115.4% | +71.8% |
| All | +67.3% | +31.2% | +36.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling