+10.6%
DVN vs REPL
+74.1%
-63.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -0.1% | -9.6% | +9.5% | 0.0% |
| 30D | +8.0% | +5.7% | +2.3% | +7.8% |
| 3M | +11.9% | +56.4% | -44.5% | +10.3% |
| 6M | +10.6% | +67.4% | -56.8% | +12.2% |
| All | +10.6% | +74.1% | -63.5% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling