+118.6%
DVN vs IT
-42.9%
+161.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.8% | -0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +5.1% |
| 30D | +12.0% | +0.1% | +11.9% | +11.7% |
| 3M | +13.4% | +20.7% | -7.3% | +8.4% |
| 6M | +12.1% | +12.0% | +0.1% | +8.2% |
| YTD | +38.8% | -28.8% | +67.6% | +47.0% |
| 1Y | +46.0% | -25.5% | +71.6% | +52.0% |
| 3Y | +9.5% | -48.8% | +58.2% | +23.1% |
| All | +118.6% | -42.9% | +161.6% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling