+89.2%
DVN vs IR
+271.9%
-182.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +2.5% | -3.1% | +5.6% | +4.5% |
| 30D | +10.2% | -14.0% | +24.2% | +20.9% |
| 3M | +8.1% | +3.7% | +4.4% | +3.1% |
| 6M | +15.9% | -15.4% | +31.3% | +22.8% |
| YTD | +38.2% | -7.7% | +45.9% | +36.3% |
| 1Y | +44.5% | -8.8% | +53.3% | +42.3% |
| 3Y | +5.1% | +5.6% | -0.4% | -12.4% |
| 5Y | +124.3% | +34.3% | +90.0% | +48.9% |
| All | +89.2% | +271.9% | -182.7% | -38.3% |
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