+31.2%
DVN vs RACE
+2.2%
+29.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.1% |
| 7D | -8.8% | +0.2% | -9.1% | -8.6% |
| 30D | -10.0% | +6.6% | -16.7% | -7.9% |
| 3M | -3.7% | +2.2% | -5.9% | -2.4% |
| 6M | -3.5% | +22.4% | -25.9% | +4.4% |
| YTD | +20.8% | +13.8% | +7.0% | +28.9% |
| 1Y | +31.2% | +2.2% | +29.0% | +46.9% |
| All | +31.2% | +2.2% | +29.0% | +46.9% |
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