+44.5%
DVN vs P
+17.1%
+27.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +2.1% |
| 7D | +2.5% | -4.1% | +6.6% | +2.5% |
| 30D | +10.2% | -14.0% | +24.1% | +10.1% |
| 3M | +8.1% | +41.4% | -33.3% | +8.5% |
| 6M | +15.9% | +54.2% | -38.3% | +17.2% |
| YTD | +38.2% | +40.4% | -2.2% | +40.0% |
| 1Y | +44.5% | +16.0% | +28.5% | +50.4% |
| All | +44.5% | +17.1% | +27.4% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling