+58.2%
DVN vs INVH
+75.4%
-17.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -3.0% | +7.5% | +6.1% |
| 30D | +12.0% | -7.5% | +19.5% | +16.3% |
| 3M | +13.4% | -5.5% | +18.9% | +16.2% |
| 6M | +12.1% | +11.7% | +0.4% | +4.5% |
| YTD | +38.8% | +1.3% | +37.5% | +35.7% |
| 1Y | +46.0% | -6.1% | +52.1% | +48.5% |
| 3Y | +9.5% | -9.8% | +19.3% | +11.8% |
| 5Y | +125.3% | -19.7% | +144.9% | +140.4% |
| All | +58.2% | +75.4% | -17.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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