+111.8%
DVN vs PL
+82.7%
+29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +1.5% | -9.3% | +10.8% | +2.1% |
| 30D | +14.2% | -18.9% | +33.1% | +15.5% |
| 3M | +5.2% | -58.4% | +63.6% | +10.6% |
| 6M | +11.9% | -30.3% | +42.2% | +11.9% |
| YTD | +32.8% | -8.1% | +40.9% | +29.2% |
| 1Y | +38.6% | +180.5% | -141.9% | +19.5% |
| 3Y | +0.5% | +444.1% | -443.6% | -24.5% |
| All | +111.8% | +82.7% | +29.2% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling