+118.1%
DVN vs RF
+92.2%
+25.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | +1.3% | +0.2% | +0.8% |
| 30D | +14.2% | -3.6% | +17.8% | +16.1% |
| 3M | +5.2% | +8.1% | -2.8% | +0.6% |
| 6M | +11.9% | +11.5% | +0.4% | +4.3% |
| YTD | +32.8% | +15.6% | +17.3% | +20.9% |
| 1Y | +38.6% | +15.7% | +22.9% | +25.7% |
| 3Y | +0.5% | +86.9% | -86.4% | -31.3% |
| All | +118.1% | +92.2% | +25.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling