+119.6%
DVN vs P
+283.1%
-163.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.3% | +7.8% | -9.2% | -2.3% |
| 30D | +12.6% | +12.3% | +0.3% | +10.5% |
| 3M | +8.1% | +37.1% | -29.0% | +2.8% |
| 6M | +10.2% | +66.1% | -55.9% | +1.0% |
| YTD | +33.8% | +50.9% | -17.2% | +23.6% |
| 1Y | +43.9% | +27.2% | +16.7% | +34.1% |
| 3Y | +1.7% | +158.7% | -156.9% | -23.7% |
| 5Y | +119.6% | +291.1% | -171.5% | +47.7% |
| All | +119.6% | +283.1% | -163.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling