+654.3%
DVN vs RCL
+4,537.3%
-3,883.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.3% | -0.5% | -0.9% | -1.2% |
| 30D | +12.6% | -17.3% | +30.0% | +18.0% |
| 3M | +8.1% | -2.8% | +10.9% | +7.7% |
| 6M | +10.2% | -4.4% | +14.5% | +8.4% |
| YTD | +33.8% | -4.2% | +37.9% | +29.8% |
| 1Y | +43.9% | -23.4% | +67.3% | +47.3% |
| 3Y | +1.7% | +179.4% | -177.6% | -28.7% |
| 5Y | +119.6% | +238.8% | -119.1% | +37.2% |
| 10Y | +53.7% | +350.2% | -296.5% | -15.1% |
| All | +654.3% | +4,537.3% | -3,883.0% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling