-10.9%
DVN vs MSCI
+3,191.3%
-3,202.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.2% |
| 7D | +10.4% | +3.0% | +7.4% | +9.0% |
| 30D | -6.7% | +17.8% | -24.5% | -13.1% |
| 3M | +5.6% | +15.2% | -9.6% | -1.0% |
| 6M | +0.7% | +16.5% | -15.8% | -7.1% |
| YTD | +29.6% | +16.4% | +13.2% | +18.2% |
| 1Y | +36.3% | +16.8% | +19.5% | +24.1% |
| 3Y | +13.2% | +35.8% | -22.6% | -6.4% |
| 5Y | +38.6% | +7.0% | +31.6% | +22.4% |
| 10Y | +60.9% | +818.6% | -757.7% | -44.3% |
| All | -10.9% | +3,191.3% | -3,202.2% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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