+39.0%
DVN vs MULL
+444.9%
-405.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.8% | +6.4% | -7.6% |
| 7D | -13.9% | -35.9% | +22.0% | -14.9% |
| 30D | -8.0% | -47.3% | +39.3% | -9.5% |
| 3M | +0.8% | -30.6% | +31.4% | +0.3% |
| 6M | -12.8% | +13.7% | -26.5% | -9.3% |
| YTD | +22.7% | +272.1% | -249.4% | +30.1% |
| 1Y | +39.0% | +475.1% | -436.1% | +49.1% |
| All | +39.0% | +444.9% | -405.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling