+67.3%
DVN vs JCI
+348.5%
-281.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -1.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.0% |
| 30D | +12.0% | -4.4% | +16.4% | +15.0% |
| 3M | +13.4% | +1.7% | +11.7% | +10.8% |
| 6M | +12.1% | +8.8% | +3.3% | +2.3% |
| YTD | +38.8% | +22.6% | +16.2% | +15.7% |
| 1Y | +46.0% | +36.2% | +9.8% | +11.3% |
| 3Y | +9.5% | +168.0% | -158.5% | -52.7% |
| 5Y | +125.3% | +113.5% | +11.8% | +12.7% |
| All | +67.3% | +348.5% | -281.3% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling