+6.8%
DVN vs RBA
+26.3%
-19.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | +8.0% | -13.0% | +21.0% | +11.2% |
| 3M | +11.9% | -23.1% | +35.0% | +17.9% |
| 6M | +10.6% | -22.6% | +33.2% | +16.1% |
| YTD | +35.4% | -20.4% | +55.8% | +39.7% |
| 1Y | +46.5% | -29.6% | +76.1% | +57.5% |
| All | +6.8% | +26.3% | -19.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling