+178.4%
DVN vs ITOT
+879.4%
-701.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +3.0% |
| 7D | +2.5% | -2.0% | +4.6% | +5.2% |
| 30D | +10.2% | -2.0% | +12.1% | +12.8% |
| 3M | +8.1% | +4.5% | +3.6% | +0.8% |
| 6M | +15.9% | +12.6% | +3.2% | -3.6% |
| YTD | +38.2% | +12.0% | +26.3% | +15.4% |
| 1Y | +44.5% | +17.3% | +27.2% | +13.0% |
| 3Y | +5.1% | +75.2% | -70.1% | -52.3% |
| 5Y | +124.3% | +74.0% | +50.3% | +1.6% |
| 10Y | +65.9% | +298.6% | -232.7% | -71.8% |
| All | +178.4% | +879.4% | -701.0% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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