+57.3%
DVN vs RBA
+207.2%
-149.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | +10.4% | +1.7% | +8.6% | +9.5% |
| 30D | -6.7% | +8.3% | -15.0% | -10.3% |
| 3M | +5.6% | +10.5% | -4.9% | +0.3% |
| 6M | +0.7% | -5.9% | +6.5% | +1.0% |
| YTD | +29.6% | -6.9% | +36.4% | +28.8% |
| 1Y | +36.3% | -4.9% | +41.2% | +34.0% |
| 3Y | +13.2% | +64.5% | -51.3% | -16.2% |
| 5Y | +38.6% | +46.1% | -7.5% | +4.2% |
| All | +57.3% | +207.2% | -149.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling