+1,180.8%
DVN vs GAP
+2,253.0%
-1,072.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | +1.7% | -3.1% | -1.7% |
| 30D | +12.6% | +9.3% | +3.3% | +10.2% |
| 3M | +8.1% | +6.1% | +2.0% | +6.0% |
| 6M | +10.2% | -2.3% | +12.4% | +8.6% |
| YTD | +33.8% | -10.6% | +44.4% | +33.6% |
| 1Y | +43.9% | -4.4% | +48.3% | +40.9% |
| 3Y | +1.7% | +118.3% | -116.6% | -22.0% |
| 5Y | +119.6% | +12.2% | +107.4% | +84.5% |
| 10Y | +53.7% | +33.7% | +20.0% | +15.3% |
| All | +1,180.8% | +2,253.0% | -1,072.2% | +513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling