+5.0%
DVN vs RACE
+26.8%
-21.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.4% |
| 7D | -8.8% | +0.2% | -9.1% | -8.8% |
| 30D | -10.0% | +6.6% | -16.7% | -10.2% |
| 3M | -3.7% | +2.2% | -5.9% | -3.7% |
| 6M | -3.5% | +22.4% | -25.9% | -4.6% |
| YTD | +20.8% | +13.8% | +7.0% | +20.3% |
| 1Y | +31.2% | +2.2% | +29.0% | +33.5% |
| 3Y | +5.0% | +25.6% | -20.6% | +4.1% |
| All | +5.0% | +26.8% | -21.8% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling