+372.0%
DVN vs GRAB
-74.7%
+446.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +2.5% | -12.0% | +14.5% | +3.3% |
| 30D | +10.2% | -19.5% | +29.7% | +11.7% |
| 3M | +8.1% | -8.0% | +16.1% | +8.4% |
| 6M | +15.9% | -22.2% | +38.1% | +17.4% |
| YTD | +38.2% | -39.7% | +77.9% | +42.7% |
| 1Y | +44.5% | -43.2% | +87.7% | +49.6% |
| 3Y | +5.1% | -19.1% | +24.2% | +4.9% |
| 5Y | +124.3% | -72.0% | +196.3% | +123.1% |
| All | +372.0% | -74.7% | +446.7% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling