+39.0%
DVN vs JCI
+27.0%
+12.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.3% | -1.1% | -7.6% |
| 7D | -13.9% | -10.7% | -3.3% | -14.5% |
| 30D | -8.0% | -10.4% | +2.4% | -8.6% |
| 3M | +0.8% | -8.3% | +9.1% | +0.7% |
| 6M | -12.8% | -2.1% | -10.6% | -12.2% |
| YTD | +22.7% | +18.4% | +4.4% | +25.2% |
| 1Y | +39.0% | +27.7% | +11.3% | +44.0% |
| All | +39.0% | +27.0% | +12.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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