+94.9%
DVN vs PR
+152.6%
-57.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.4% |
| 7D | -19.1% | -16.4% | -2.6% | -12.2% |
| 30D | -11.8% | -1.9% | -9.9% | -10.9% |
| 3M | -1.5% | +8.0% | -9.4% | -4.5% |
| 6M | -8.2% | +4.1% | -12.3% | -9.4% |
| YTD | +17.4% | +58.7% | -41.3% | -3.4% |
| 1Y | +33.5% | +75.8% | -42.4% | +5.1% |
| 3Y | -0.3% | +73.2% | -73.5% | -20.6% |
| 5Y | +22.7% | +230.1% | -207.4% | -26.8% |
| 10Y | +51.8% | +67.4% | -15.6% | -14.2% |
| All | +94.9% | +152.6% | -57.6% | +24.2% |
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