+46.5%
DVN vs RACE
-14.8%
+61.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.0% |
| 7D | -0.1% | -2.6% | +2.5% | -0.7% |
| 30D | +8.0% | -1.1% | +9.1% | +7.8% |
| 3M | +11.9% | +12.5% | -0.6% | +15.5% |
| 6M | +10.6% | +17.4% | -6.8% | +15.8% |
| YTD | +35.4% | +10.1% | +25.2% | +41.0% |
| 1Y | +46.5% | -15.1% | +61.6% | +55.1% |
| All | +46.5% | -14.8% | +61.2% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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