+66.6%
DVN vs RCL
+344.1%
-277.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.5% | -2.5% | +5.0% | +3.4% |
| 30D | +10.2% | -15.7% | +25.8% | +16.8% |
| 3M | +8.1% | -3.6% | +11.7% | +7.9% |
| 6M | +15.9% | -8.7% | +24.5% | +14.9% |
| YTD | +38.2% | -6.2% | +44.4% | +32.8% |
| 1Y | +44.5% | -22.9% | +67.3% | +48.4% |
| 3Y | +5.1% | +173.6% | -168.4% | -39.1% |
| 5Y | +124.3% | +226.6% | -102.2% | +8.3% |
| All | +66.6% | +344.1% | -277.5% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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