+62.5%
DVN vs RF
+334.5%
-272.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +8.0% | -4.0% | +12.0% | +10.9% |
| 3M | +11.9% | +5.6% | +6.4% | +6.6% |
| 6M | +10.6% | +13.1% | -2.4% | -1.1% |
| YTD | +35.4% | +13.6% | +21.8% | +19.7% |
| 1Y | +46.5% | +16.0% | +30.5% | +26.8% |
| 3Y | +3.0% | +90.2% | -87.2% | -41.5% |
| 5Y | +120.5% | +87.0% | +33.5% | +18.4% |
| 10Y | +62.5% | +338.5% | -276.0% | -48.7% |
| All | +62.5% | +334.5% | -272.0% | -48.7% |
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