+538.8%
DVN vs IT
+5,645.5%
-5,106.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +2.3% |
| 7D | -1.3% | -9.1% | +7.8% | +0.5% |
| 30D | +12.6% | -7.0% | +19.6% | +14.0% |
| 3M | +8.1% | +7.6% | +0.5% | +4.9% |
| 6M | +10.2% | +2.1% | +8.0% | +7.4% |
| YTD | +33.8% | -31.6% | +65.4% | +40.5% |
| 1Y | +43.9% | -29.9% | +73.8% | +49.6% |
| 3Y | +1.7% | -51.3% | +53.0% | +12.2% |
| 5Y | +119.6% | -44.8% | +164.4% | +133.4% |
| 10Y | +53.7% | +91.4% | -37.6% | +29.1% |
| All | +538.8% | +5,645.5% | -5,106.7% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling