+1.7%
DVN vs REPL
-24.7%
+26.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | -1.3% | -5.7% | +4.4% | -1.3% |
| 30D | +12.6% | +22.5% | -9.9% | +12.3% |
| 3M | +8.1% | +64.7% | -56.5% | +6.8% |
| 6M | +10.2% | +83.0% | -72.9% | +7.9% |
| YTD | +33.8% | +52.0% | -18.2% | +31.2% |
| 1Y | +43.9% | +144.5% | -100.6% | +39.3% |
| 3Y | +1.7% | -25.1% | +26.8% | +2.6% |
| All | +1.7% | -24.7% | +26.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling