+6.8%
DVN vs JD
-8.1%
+14.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.2% |
| 30D | +8.0% | -19.3% | +27.3% | +10.3% |
| 3M | +11.9% | -6.0% | +18.0% | +12.6% |
| 6M | +10.6% | +1.8% | +8.8% | +9.8% |
| YTD | +35.4% | -2.6% | +37.9% | +34.9% |
| 1Y | +46.5% | -17.4% | +63.9% | +48.9% |
| All | +6.8% | -8.1% | +14.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling