+57.3%
DVN vs JD
+31.5%
+25.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | +10.4% | -4.1% | +14.5% | +11.1% |
| 30D | -6.7% | +4.6% | -11.3% | -7.6% |
| 3M | +5.6% | -4.7% | +10.4% | +6.2% |
| 6M | +0.7% | -17.4% | +18.0% | +3.7% |
| YTD | +29.6% | +0.7% | +28.9% | +27.9% |
| 1Y | +36.3% | -5.9% | +42.2% | +36.2% |
| 3Y | +13.2% | +18.9% | -5.7% | +3.7% |
| 5Y | +38.6% | -62.9% | +101.5% | +53.3% |
| All | +57.3% | +31.5% | +25.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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