+50.8%
DVN vs REPL
+36.8%
+14.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +10.4% | +1.2% | +9.1% | +10.3% |
| 30D | -6.7% | +92.2% | -98.9% | -9.8% |
| 3M | +5.6% | +44.1% | -38.5% | +3.4% |
| 6M | +0.7% | +313.0% | -312.3% | -10.0% |
| YTD | +29.6% | +125.2% | -95.6% | +15.3% |
| 1Y | +36.3% | +143.8% | -107.4% | +20.6% |
| 3Y | +13.2% | +104.2% | -91.0% | -17.4% |
| 5Y | +38.6% | -34.5% | +73.1% | +14.2% |
| All | +50.8% | +36.8% | +14.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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