+44.5%
DVN vs REPL
+126.3%
-81.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.4% | +10.5% | +2.2% |
| 7D | +2.5% | -13.4% | +15.9% | +2.7% |
| 30D | +10.2% | -3.0% | +13.2% | +10.2% |
| 3M | +8.1% | +56.3% | -48.2% | +6.9% |
| 6M | +15.9% | +60.9% | -45.0% | +14.2% |
| YTD | +38.2% | +36.2% | +2.0% | +36.3% |
| 1Y | +44.5% | +121.0% | -76.6% | +40.5% |
| All | +44.5% | +126.3% | -81.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling