+39.0%
DVN vs IRE
-97.6%
+136.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -23.2% | +15.9% | -7.8% |
| 7D | -13.9% | -46.8% | +32.9% | -15.0% |
| 30D | -8.0% | -75.5% | +67.5% | -10.6% |
| 3M | +0.8% | -79.4% | +80.2% | -1.9% |
| 6M | -12.8% | -91.3% | +78.5% | -15.3% |
| YTD | +22.7% | -90.8% | +113.6% | +19.3% |
| 1Y | +39.0% | -97.7% | +136.7% | +36.7% |
| All | +39.0% | -97.6% | +136.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling