+67.3%
DVN vs GWRE
+131.0%
-63.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.5% | -13.2% | +17.8% | +7.7% |
| 30D | +12.0% | -18.6% | +30.6% | +15.9% |
| 3M | +13.4% | +18.9% | -5.5% | +6.2% |
| 6M | +12.1% | -11.0% | +23.1% | +11.3% |
| YTD | +38.8% | -29.9% | +68.7% | +45.7% |
| 1Y | +46.0% | -44.3% | +90.4% | +62.9% |
| 3Y | +9.5% | +51.7% | -42.2% | -14.2% |
| 5Y | +125.3% | +15.4% | +109.8% | +89.8% |
| All | +67.3% | +131.0% | -63.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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