+190.4%
DVN vs OSCR
-9.0%
+199.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +4.5% | +1.6% | +2.9% | +4.4% |
| 30D | +12.0% | +10.7% | +1.3% | +11.1% |
| 3M | +13.4% | +13.4% | 0.0% | +12.0% |
| 6M | +12.1% | +144.6% | -132.4% | +4.1% |
| YTD | +38.8% | +128.0% | -89.2% | +29.1% |
| 1Y | +46.0% | +68.7% | -22.6% | +38.2% |
| 3Y | +9.5% | +398.8% | -389.3% | -12.3% |
| 5Y | +125.3% | +87.3% | +38.0% | +78.0% |
| All | +190.4% | -9.0% | +199.4% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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