+77.4%
DVN vs IR
+332.9%
-255.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +10.4% | +2.5% | +7.8% | +8.5% |
| 30D | -6.7% | +9.2% | -15.9% | -12.4% |
| 3M | +5.6% | +0.9% | +4.7% | +3.6% |
| 6M | +0.7% | +19.2% | -18.6% | -13.6% |
| YTD | +29.6% | +7.5% | +22.1% | +14.9% |
| 1Y | +36.3% | +11.7% | +24.6% | +16.9% |
| 3Y | +13.2% | +23.9% | -10.8% | -15.4% |
| 5Y | +38.6% | +46.4% | -7.8% | -12.5% |
| All | +77.4% | +332.9% | -255.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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