+67.3%
DVN vs GDDY
+207.2%
-140.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.2% |
| 7D | +4.5% | -3.2% | +7.7% | +5.5% |
| 30D | +12.0% | +6.8% | +5.2% | +8.6% |
| 3M | +13.4% | +30.5% | -17.1% | -0.5% |
| 6M | +12.1% | +13.3% | -1.2% | +2.9% |
| YTD | +38.8% | -21.0% | +59.8% | +45.5% |
| 1Y | +46.0% | -34.0% | +80.0% | +64.7% |
| 3Y | +9.5% | +33.1% | -23.6% | -15.0% |
| 5Y | +125.3% | +30.3% | +94.9% | +71.4% |
| All | +67.3% | +207.2% | -140.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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