+56.1%
DVN vs RF
+219.4%
-163.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.2% |
| 7D | +7.8% | +0.4% | +7.5% | +7.5% |
| 30D | -7.9% | +5.6% | -13.5% | -11.7% |
| 3M | +3.7% | -8.9% | +12.6% | +10.0% |
| 6M | +0.2% | +7.1% | -6.9% | -6.5% |
| YTD | +28.6% | +8.3% | +20.3% | +16.9% |
| 1Y | +34.6% | +16.8% | +17.8% | +15.4% |
| 3Y | +11.8% | +115.0% | -103.2% | -42.4% |
| 5Y | +37.6% | +46.4% | -8.8% | -11.0% |
| All | +56.1% | +219.4% | -163.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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