+1,196.2%
DVN vs OMC
+5,687.0%
-4,490.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.6% |
| 7D | -0.1% | -4.2% | +4.1% | +1.6% |
| 30D | +8.0% | -7.5% | +15.5% | +11.1% |
| 3M | +11.9% | +4.6% | +7.3% | +8.3% |
| 6M | +10.6% | -4.8% | +15.5% | +10.8% |
| YTD | +35.4% | -1.0% | +36.4% | +31.4% |
| 1Y | +46.5% | +3.8% | +42.6% | +38.4% |
| 3Y | +3.0% | +10.2% | -7.3% | -6.7% |
| 5Y | +120.5% | +29.7% | +90.8% | +82.6% |
| 10Y | +62.5% | +32.3% | +30.2% | +35.6% |
| All | +1,196.2% | +5,687.0% | -4,490.8% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling