+52.7%
DVN vs IRE
-84.4%
+137.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -1.2% |
| 7D | +1.5% | +54.8% | -53.3% | +2.5% |
| 30D | +14.2% | +18.4% | -4.2% | +15.0% |
| 3M | +5.2% | -66.7% | +72.0% | +4.6% |
| 6M | +11.9% | -52.3% | +64.2% | +12.5% |
| YTD | +32.8% | -52.3% | +85.1% | +33.0% |
| All | +52.7% | -84.4% | +137.2% | +53.5% |
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