+36.7%
DVN vs RACE
+64.4%
-27.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +10.4% | -1.2% | +11.6% | +10.5% |
| 30D | -6.7% | +6.1% | -12.8% | -7.6% |
| 3M | +5.6% | -0.3% | +5.9% | +5.5% |
| 6M | +0.7% | +23.4% | -22.8% | -3.5% |
| YTD | +29.6% | +12.5% | +17.0% | +25.8% |
| 1Y | +36.3% | -0.5% | +36.8% | +36.6% |
| 3Y | +13.2% | +23.6% | -10.5% | +3.1% |
| All | +36.7% | +64.4% | -27.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling