+678.2%
DVN vs O
+5,367.1%
-4,688.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.3% | -0.6% | -0.8% | -1.1% |
| 30D | +12.6% | -2.0% | +14.6% | +13.4% |
| 3M | +8.1% | +3.0% | +5.1% | +6.7% |
| 6M | +10.2% | -3.6% | +13.8% | +11.3% |
| YTD | +33.8% | +12.1% | +21.7% | +27.0% |
| 1Y | +43.9% | +8.9% | +35.0% | +38.2% |
| 3Y | +1.7% | +30.3% | -28.6% | -10.3% |
| 5Y | +119.6% | +13.7% | +105.9% | +103.8% |
| 10Y | +53.7% | +50.3% | +3.5% | +26.3% |
| All | +678.2% | +5,367.1% | -4,688.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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