+18.3%
DVN vs GNRC
+2,082.9%
-2,064.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +12.0% | -15.7% | +27.7% | +16.9% |
| 3M | +13.4% | -27.3% | +40.7% | +21.8% |
| 6M | +12.1% | -12.1% | +24.2% | +12.0% |
| YTD | +38.8% | +37.1% | +1.7% | +21.0% |
| 1Y | +46.0% | -0.5% | +46.5% | +37.8% |
| 3Y | +9.5% | +61.5% | -52.0% | -13.6% |
| 5Y | +125.3% | -58.6% | +183.8% | +146.4% |
| 10Y | +66.6% | +446.3% | -379.7% | -24.5% |
| All | +18.3% | +2,082.9% | -2,064.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling