+55.4%
DVN vs RACE
+639.5%
-584.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.8% |
| 7D | +7.8% | -4.0% | +11.8% | +9.4% |
| 30D | -7.9% | +3.5% | -11.5% | -9.5% |
| 3M | +3.7% | -0.4% | +4.1% | +3.3% |
| 6M | +0.2% | +23.2% | -23.0% | -9.7% |
| YTD | +28.6% | +11.0% | +17.6% | +18.8% |
| 1Y | +34.6% | -2.2% | +36.8% | +31.3% |
| 3Y | +11.8% | +22.5% | -10.7% | -7.7% |
| 5Y | +37.6% | +63.2% | -25.6% | -5.0% |
| 10Y | +59.7% | +704.3% | -644.6% | -53.7% |
| All | +55.4% | +639.5% | -584.1% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling