+1,196.2%
DVN vs JCI
+2,331.2%
-1,135.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.1% | +4.1% | -4.2% | -1.2% |
| 30D | +8.0% | -3.8% | +11.8% | +9.0% |
| 3M | +11.9% | -1.6% | +13.6% | +11.8% |
| 6M | +10.6% | +9.5% | +1.1% | +6.6% |
| YTD | +35.4% | +21.7% | +13.6% | +26.6% |
| 1Y | +46.5% | +37.1% | +9.3% | +31.9% |
| 3Y | +3.0% | +165.2% | -162.2% | -23.4% |
| 5Y | +120.5% | +110.3% | +10.2% | +73.6% |
| 10Y | +62.5% | +341.0% | -278.5% | +8.3% |
| All | +1,196.2% | +2,331.2% | -1,135.0% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling