+186.8%
DVN vs PL
+81.7%
+105.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -1.3% | -7.5% | +6.2% | -0.9% |
| 30D | +12.6% | -25.6% | +38.2% | +14.6% |
| 3M | +8.1% | -45.6% | +53.7% | +11.8% |
| 6M | +10.2% | -29.5% | +39.7% | +10.1% |
| YTD | +33.8% | -9.7% | +43.5% | +30.3% |
| 1Y | +43.9% | +84.4% | -40.5% | +30.3% |
| 3Y | +1.7% | +550.0% | -548.3% | -25.3% |
| 5Y | +119.6% | +79.0% | +40.6% | +79.6% |
| All | +186.8% | +81.7% | +105.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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