+27.6%
DVN vs PR
+68.0%
-40.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.3% |
| 7D | -19.1% | -16.4% | -2.6% | -4.9% |
| 30D | -11.8% | -1.9% | -9.9% | -10.2% |
| 3M | -1.5% | +8.0% | -9.4% | -8.3% |
| 6M | -8.2% | +4.1% | -12.3% | -12.1% |
| YTD | +17.4% | +58.7% | -41.3% | -23.7% |
| All | +27.6% | +68.0% | -40.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling