+120.5%
DVN vs RBA
+39.8%
+80.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | +8.0% | -13.0% | +21.0% | +12.0% |
| 3M | +11.9% | -23.1% | +35.0% | +19.2% |
| 6M | +10.6% | -22.6% | +33.2% | +17.3% |
| YTD | +35.4% | -20.4% | +55.8% | +41.3% |
| 1Y | +46.5% | -29.6% | +76.1% | +58.9% |
| 3Y | +3.0% | +26.6% | -23.6% | -7.0% |
| 5Y | +120.5% | +38.2% | +82.3% | +90.9% |
| All | +120.5% | +39.8% | +80.7% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling