+62.5%
DVN vs P
+694.3%
-631.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +2.2% |
| 7D | -0.1% | +5.0% | -5.1% | -1.4% |
| 30D | +8.0% | -0.9% | +8.9% | +7.4% |
| 3M | +11.9% | +38.7% | -26.7% | +0.9% |
| 6M | +10.6% | +54.4% | -43.7% | -4.6% |
| YTD | +35.4% | +44.8% | -9.5% | +17.2% |
| 1Y | +46.5% | +22.5% | +23.9% | +28.7% |
| 3Y | +3.0% | +148.2% | -145.3% | -35.1% |
| 5Y | +120.5% | +268.9% | -148.4% | +13.7% |
| 10Y | +62.5% | +696.9% | -634.4% | -34.4% |
| All | +62.5% | +694.3% | -631.8% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling