+22.3%
DVN vs INDA
+107.4%
-85.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.9% |
| 7D | +2.5% | -3.6% | +6.1% | +5.0% |
| 30D | +10.2% | -4.0% | +14.1% | +13.0% |
| 3M | +8.1% | +1.7% | +6.4% | +6.3% |
| 6M | +15.9% | -3.6% | +19.5% | +16.6% |
| YTD | +38.2% | -11.0% | +49.2% | +46.5% |
| 1Y | +44.5% | -9.5% | +54.0% | +51.1% |
| 3Y | +5.1% | +7.6% | -2.5% | -3.7% |
| 5Y | +124.3% | +4.8% | +119.5% | +109.0% |
| 10Y | +65.9% | +82.3% | -16.4% | +7.2% |
| All | +22.3% | +107.4% | -85.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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