+9.5%
DVN vs LOW
-10.2%
+19.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.5% | -3.7% | +8.2% | +5.0% |
| 30D | +12.0% | -8.9% | +20.8% | +13.3% |
| 3M | +13.4% | -10.4% | +23.8% | +14.9% |
| 6M | +12.1% | -19.4% | +31.5% | +16.3% |
| YTD | +38.8% | -17.1% | +55.9% | +41.9% |
| 1Y | +46.0% | -26.3% | +72.3% | +56.4% |
| 3Y | +9.5% | -9.9% | +19.4% | +12.1% |
| All | +9.5% | -10.2% | +19.7% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling