+55.9%
DVN vs P
+547.6%
-491.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.5% | +2.1% |
| 7D | +7.8% | +17.8% | -10.0% | +3.7% |
| 30D | -7.9% | -29.9% | +21.9% | -0.9% |
| 3M | +3.7% | -1.2% | +4.9% | +1.9% |
| 6M | +0.2% | +32.1% | -31.9% | -10.2% |
| YTD | +28.6% | +64.3% | -35.7% | +7.1% |
| 1Y | +34.6% | +24.3% | +10.3% | +18.1% |
| 3Y | +11.8% | +203.2% | -191.4% | -32.1% |
| 5Y | +37.6% | +290.4% | -252.9% | -26.8% |
| 10Y | +59.7% | +680.9% | -621.2% | -34.9% |
| All | +55.9% | +547.6% | -491.7% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling