+1,180.8%
DVN vs PH
+25,009.0%
-23,828.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +12.6% | -10.8% | +23.4% | +18.6% |
| 3M | +8.1% | +8.5% | -0.3% | +2.8% |
| 6M | +10.2% | +3.9% | +6.2% | +5.4% |
| YTD | +33.8% | +9.4% | +24.3% | +24.5% |
| 1Y | +43.9% | +26.8% | +17.1% | +24.1% |
| 3Y | +1.7% | +140.8% | -139.1% | -36.5% |
| 5Y | +119.6% | +253.8% | -134.2% | +13.2% |
| 10Y | +53.7% | +792.3% | -738.6% | -43.6% |
| All | +1,180.8% | +25,009.0% | -23,828.2% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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