+39.0%
DVN vs LOW
-0.5%
+39.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.5% | -14.8% | -4.6% |
| 7D | -13.9% | +15.6% | -29.6% | -9.3% |
| 30D | -8.0% | +28.6% | -36.6% | +0.2% |
| 3M | +0.8% | +5.8% | -5.0% | +3.5% |
| 6M | -12.8% | +3.8% | -16.6% | -9.9% |
| YTD | +22.7% | -2.8% | +25.5% | +26.1% |
| 1Y | +39.0% | -1.4% | +40.4% | +42.9% |
| All | +39.0% | -0.5% | +39.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling