+374.0%
DVN vs GRAB
-74.3%
+448.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +4.5% | -10.8% | +15.3% | +5.3% |
| 30D | +12.0% | -15.5% | +27.5% | +13.1% |
| 3M | +13.4% | -9.0% | +22.4% | +13.8% |
| 6M | +12.1% | -21.6% | +33.7% | +13.5% |
| YTD | +38.8% | -38.9% | +77.7% | +43.2% |
| 1Y | +46.0% | -44.8% | +90.9% | +51.6% |
| 3Y | +9.5% | -18.4% | +27.9% | +9.2% |
| 5Y | +125.3% | -71.6% | +196.9% | +123.9% |
| All | +374.0% | -74.3% | +448.3% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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