+9.0%
DVN vs JCI
+159.5%
-150.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +10.2% | -7.7% | +17.9% | +12.5% |
| 3M | +8.1% | +2.8% | +5.3% | +6.6% |
| 6M | +15.9% | +7.2% | +8.6% | +11.5% |
| YTD | +38.2% | +20.0% | +18.3% | +27.0% |
| 1Y | +44.5% | +33.3% | +11.2% | +26.0% |
| All | +9.0% | +159.5% | -150.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling