-11.6%
DVN vs MSCI
+3,147.7%
-3,159.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.5% |
| 7D | +7.8% | -0.7% | +8.5% | +8.1% |
| 30D | -7.9% | +16.2% | -24.1% | -13.8% |
| 3M | +3.7% | +16.1% | -12.4% | -3.2% |
| 6M | +0.2% | +12.9% | -12.7% | -6.4% |
| YTD | +28.6% | +14.8% | +13.8% | +18.0% |
| 1Y | +34.6% | +13.8% | +20.8% | +23.9% |
| 3Y | +11.8% | +31.2% | -19.4% | -6.2% |
| 5Y | +37.6% | +5.6% | +32.0% | +22.1% |
| 10Y | +59.7% | +806.4% | -746.7% | -44.5% |
| All | -11.6% | +3,147.7% | -3,159.3% | -84.1% |
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