+9.0%
DVN vs OMC
+11.1%
-2.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.8% |
| 7D | +2.5% | -6.2% | +8.8% | +3.9% |
| 30D | +10.2% | -7.6% | +17.7% | +11.8% |
| 3M | +8.1% | +7.4% | +0.7% | +5.1% |
| 6M | +15.9% | +0.1% | +15.7% | +14.6% |
| YTD | +38.2% | +0.4% | +37.8% | +36.2% |
| 1Y | +44.5% | +7.8% | +36.7% | +37.6% |
| All | +9.0% | +11.1% | -2.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling