+152.9%
DVN vs PL
+46.6%
+106.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.5% | -14.1% | -0.4% |
| 7D | -12.8% | +10.9% | -23.7% | -13.4% |
| 30D | -12.1% | -16.4% | +4.2% | -11.4% |
| 3M | -0.7% | -39.9% | +39.2% | +2.0% |
| 6M | -5.8% | -63.2% | +57.4% | -1.0% |
| YTD | +17.9% | -27.1% | +45.1% | +16.0% |
| 1Y | +29.0% | +12.2% | +16.8% | +21.4% |
| 3Y | +6.0% | +584.3% | -578.3% | -23.7% |
| 5Y | +22.1% | +37.0% | -14.9% | -0.6% |
| All | +152.9% | +46.6% | +106.2% | +110.3% |
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