+352.7%
DVN vs RBA
+3,565.6%
-3,212.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | -2.9% | +4.4% | +2.5% |
| 30D | +14.2% | -12.3% | +26.5% | +19.0% |
| 3M | +5.2% | -20.5% | +25.8% | +12.6% |
| 6M | +11.9% | -18.5% | +30.4% | +18.1% |
| YTD | +32.8% | -18.2% | +51.1% | +39.3% |
| 1Y | +38.6% | -27.5% | +66.1% | +51.2% |
| 3Y | +0.5% | +38.1% | -37.5% | -13.8% |
| 5Y | +111.0% | +44.8% | +66.2% | +73.1% |
| 10Y | +56.1% | +187.1% | -131.0% | -0.5% |
| All | +352.7% | +3,565.6% | -3,212.8% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling