+36.7%
DVN vs RCL
+292.5%
-255.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +10.4% | -1.2% | +11.5% | +10.5% |
| 30D | -6.7% | +17.8% | -24.5% | -9.4% |
| 3M | +5.6% | +4.9% | +0.7% | +4.3% |
| 6M | +0.7% | +23.7% | -23.1% | -4.2% |
| YTD | +29.6% | +17.8% | +11.8% | +21.7% |
| 1Y | +36.3% | +28.9% | +7.4% | +24.9% |
| 3Y | +13.2% | +241.9% | -228.7% | -19.8% |
| All | +36.7% | +292.5% | -255.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling