+49.6%
DVN vs REPL
+37.4%
+12.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.8% |
| 7D | +7.8% | +9.8% | -2.0% | +7.3% |
| 30D | -7.9% | +81.5% | -89.4% | -10.7% |
| 3M | +3.7% | +44.2% | -40.5% | +1.5% |
| 6M | +0.2% | +437.4% | -437.2% | -11.9% |
| YTD | +28.6% | +126.1% | -97.5% | +14.4% |
| 1Y | +34.6% | +143.1% | -108.5% | +19.1% |
| 3Y | +11.8% | +97.8% | -86.0% | -18.0% |
| 5Y | +37.6% | -34.3% | +71.8% | +13.3% |
| All | +49.6% | +37.4% | +12.3% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling