+13.2%
DVN vs RCL
+255.6%
-242.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +10.4% | -1.2% | +11.5% | +10.4% |
| 30D | -6.7% | +17.8% | -24.5% | -7.8% |
| 3M | +5.6% | +4.9% | +0.7% | +5.3% |
| 6M | +0.7% | +23.7% | -23.1% | -1.9% |
| YTD | +29.6% | +17.8% | +11.8% | +24.3% |
| 1Y | +36.3% | +28.9% | +7.4% | +27.2% |
| 3Y | +13.2% | +241.9% | -228.7% | -12.4% |
| All | +13.2% | +255.6% | -242.4% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling