+9.5%
DVN vs ITW
+20.2%
-10.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +4.5% | -0.7% | +5.2% | +4.9% |
| 30D | +12.0% | -8.3% | +20.3% | +16.8% |
| 3M | +13.4% | +6.0% | +7.4% | +8.3% |
| 6M | +12.1% | 0.0% | +12.1% | +10.1% |
| YTD | +38.8% | +10.2% | +28.6% | +26.0% |
| 1Y | +46.0% | +3.2% | +42.8% | +39.4% |
| 3Y | +9.5% | +21.0% | -11.5% | -10.0% |
| All | +9.5% | +20.2% | -10.7% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling