+118.6%
DVN vs HRB
+114.1%
+4.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +4.5% | -8.0% | +12.5% | +5.7% |
| 30D | +12.0% | -16.0% | +27.9% | +14.6% |
| 3M | +13.4% | +26.9% | -13.5% | +8.4% |
| 6M | +12.1% | +51.1% | -39.0% | +3.5% |
| YTD | +38.8% | +7.1% | +31.8% | +37.0% |
| 1Y | +46.0% | -9.6% | +55.6% | +49.6% |
| 3Y | +9.5% | +25.4% | -15.9% | -0.8% |
| All | +118.6% | +114.1% | +4.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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