+67.3%
DVN vs MKTX
+5.0%
+62.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +12.0% | +0.7% | +11.2% | +11.9% |
| 3M | +13.4% | +40.8% | -27.4% | +8.1% |
| 6M | +12.1% | -8.0% | +20.1% | +12.9% |
| YTD | +38.8% | -8.7% | +47.6% | +39.8% |
| 1Y | +46.0% | -11.8% | +57.9% | +47.6% |
| 3Y | +9.5% | -24.0% | +33.5% | +10.8% |
| 5Y | +125.3% | -60.3% | +185.6% | +147.4% |
| All | +67.3% | +5.0% | +62.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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