+53.8%
DVN vs IRE
-82.8%
+136.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.2% | -9.5% | +0.9% |
| 7D | -1.3% | +58.9% | -60.2% | -0.3% |
| 30D | +12.6% | +17.2% | -4.6% | +13.3% |
| 3M | +8.1% | -58.6% | +66.7% | +7.9% |
| 6M | +10.2% | -23.5% | +33.6% | +11.1% |
| YTD | +33.8% | -47.4% | +81.2% | +34.2% |
| All | +53.8% | -82.8% | +136.7% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling