+1,229.2%
DVN vs ITW
+9,520.7%
-8,291.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 6M | +12.1% | 0.0% | +12.1% | +10.2% |
| YTD | +38.8% | +10.2% | +28.6% | +29.8% |
| 1Y | +46.0% | +3.2% | +42.8% | +41.0% |
| 3Y | +9.5% | +21.0% | -11.5% | -2.2% |
| 5Y | +125.3% | +37.9% | +87.3% | +87.3% |
| 10Y | +66.6% | +193.2% | -126.6% | +2.8% |
| All | +1,229.2% | +9,520.7% | -8,291.5% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling