+81.8%
DVN vs IR
+288.5%
-206.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.3% |
| 7D | +1.5% | -2.8% | +4.3% | +3.2% |
| 30D | +14.2% | -15.1% | +29.3% | +26.3% |
| 3M | +5.2% | +6.1% | -0.8% | -1.3% |
| 6M | +11.9% | -16.8% | +28.7% | +20.3% |
| YTD | +32.8% | -3.5% | +36.4% | +27.4% |
| 1Y | +38.6% | -3.5% | +42.1% | +31.5% |
| 3Y | +0.5% | +9.5% | -8.9% | -18.1% |
| 5Y | +111.0% | +45.1% | +66.0% | +32.5% |
| All | +81.8% | +288.5% | -206.7% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling