+67.3%
DVN vs MAR
+450.9%
-383.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | +4.5% | -0.5% | +5.1% | +4.8% |
| 30D | +12.0% | -5.4% | +17.4% | +15.5% |
| 3M | +13.4% | -15.5% | +28.9% | +23.8% |
| 6M | +12.1% | +3.0% | +9.1% | +6.5% |
| YTD | +38.8% | +8.5% | +30.3% | +26.3% |
| 1Y | +46.0% | +26.0% | +20.1% | +19.9% |
| 3Y | +9.5% | +68.6% | -59.1% | -27.9% |
| 5Y | +125.3% | +157.4% | -32.1% | +5.5% |
| All | +67.3% | +450.9% | -383.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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