+118.6%
DVN vs GNRC
-58.7%
+177.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +12.0% | -15.7% | +27.7% | +15.1% |
| 3M | +13.4% | -27.3% | +40.7% | +18.7% |
| 6M | +12.1% | -12.1% | +24.2% | +11.8% |
| YTD | +38.8% | +37.1% | +1.7% | +25.7% |
| 1Y | +46.0% | -0.5% | +46.5% | +40.0% |
| 3Y | +9.5% | +61.5% | -52.0% | -7.4% |
| All | +118.6% | -58.7% | +177.3% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling