+57.3%
DVN vs P
+652.0%
-594.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | +10.4% | +11.6% | -1.3% | +7.4% |
| 30D | -6.7% | -23.7% | +17.0% | -1.2% |
| 3M | +5.6% | -8.0% | +13.6% | +5.5% |
| 6M | +0.7% | +27.9% | -27.2% | -9.6% |
| YTD | +29.6% | +61.2% | -31.6% | +7.2% |
| 1Y | +36.3% | +28.6% | +7.7% | +17.4% |
| 3Y | +13.2% | +200.5% | -187.3% | -34.2% |
| 5Y | +38.6% | +282.9% | -244.3% | -30.5% |
| All | +57.3% | +652.0% | -594.7% | -42.0% |
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