+61.5%
DVN vs REPL
-19.2%
+80.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +4.5% | -14.1% | +18.6% | +5.2% |
| 30D | +12.0% | -15.2% | +27.2% | +12.7% |
| 3M | +13.4% | +49.9% | -36.5% | +8.6% |
| 6M | +12.1% | +63.5% | -51.4% | +1.7% |
| YTD | +38.8% | +32.9% | +5.9% | +27.1% |
| 1Y | +46.0% | +115.0% | -68.9% | +25.2% |
| 3Y | +9.5% | -34.7% | +44.2% | -10.5% |
| 5Y | +125.3% | -59.7% | +184.9% | +89.1% |
| All | +61.5% | -19.2% | +80.8% | -1.7% |
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