+1,196.2%
DVN vs LOW
+34,309.9%
-33,113.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +8.0% | -9.3% | +17.2% | +10.5% |
| 3M | +11.9% | -8.1% | +20.0% | +13.6% |
| 6M | +10.6% | -19.8% | +30.4% | +15.3% |
| YTD | +35.4% | -16.4% | +51.7% | +39.4% |
| 1Y | +46.5% | -24.7% | +71.1% | +54.6% |
| 3Y | +3.0% | -8.8% | +11.8% | +2.9% |
| 5Y | +120.5% | +7.8% | +112.7% | +109.1% |
| 10Y | +62.5% | +233.8% | -171.4% | +19.6% |
| All | +1,196.2% | +34,309.9% | -33,113.7% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling