+46.0%
DVN vs ITW
+4.8%
+41.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.5% |
| 7D | +4.5% | -0.7% | +5.2% | +4.5% |
| 30D | +12.0% | -8.3% | +20.3% | +11.4% |
| 3M | +13.4% | +6.0% | +7.4% | +12.4% |
| 6M | +12.1% | 0.0% | +12.1% | +13.3% |
| YTD | +38.8% | +10.2% | +28.6% | +33.3% |
| 1Y | +46.0% | +3.2% | +42.8% | +42.9% |
| All | +46.0% | +4.8% | +41.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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