+120.5%
DVN vs PR
+169.5%
-49.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +1.5% | +2.9% | -1.4% | +0.2% |
| 30D | +14.2% | +18.0% | -3.9% | +6.1% |
| 3M | +5.2% | +16.9% | -11.6% | -1.6% |
| 6M | +11.9% | +28.2% | -16.3% | +0.7% |
| YTD | +32.8% | +69.3% | -36.5% | +6.0% |
| 1Y | +38.6% | +69.5% | -30.9% | +10.6% |
| 3Y | +0.5% | +81.7% | -81.2% | -21.8% |
| 5Y | +111.0% | +422.2% | -311.2% | +4.7% |
| 10Y | +56.1% | +110.4% | -54.2% | -11.1% |
| All | +120.5% | +169.5% | -49.0% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling