+224.9%
DVN vs RDW
-0.7%
+225.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +4.5% | +0.9% | +3.7% | +4.5% |
| 30D | +12.0% | -21.3% | +33.2% | +12.9% |
| 3M | +13.4% | -37.9% | +51.3% | +15.1% |
| 6M | +12.1% | +12.3% | -0.2% | +9.1% |
| YTD | +38.8% | +39.7% | -0.9% | +32.1% |
| 1Y | +46.0% | +25.7% | +20.4% | +38.7% |
| 3Y | +9.5% | +230.8% | -221.3% | -7.1% |
| 5Y | +125.3% | -8.8% | +134.0% | +96.2% |
| All | +224.9% | -0.7% | +225.7% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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