+735.4%
DVN vs MDY
+2,589.7%
-1,854.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +3.0% |
| 7D | +2.5% | -2.5% | +5.0% | +5.1% |
| 30D | +10.2% | -5.0% | +15.2% | +15.7% |
| 3M | +8.1% | +0.5% | +7.6% | +6.6% |
| 6M | +15.9% | +8.0% | +7.9% | +4.8% |
| YTD | +38.2% | +12.2% | +26.1% | +20.0% |
| 1Y | +44.5% | +14.0% | +30.5% | +23.1% |
| 3Y | +5.1% | +48.2% | -43.0% | -31.1% |
| 5Y | +124.3% | +46.1% | +78.3% | +50.0% |
| 10Y | +65.9% | +173.8% | -107.8% | -29.2% |
| All | +735.4% | +2,589.7% | -1,854.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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