+1,024.2%
DVN vs RF
+1,423.8%
-399.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -19.1% | -0.9% | -18.2% | -18.9% |
| 30D | -11.8% | +6.0% | -17.9% | -13.5% |
| 3M | -1.5% | -8.9% | +7.4% | +1.1% |
| 6M | -8.2% | +2.3% | -10.5% | -9.5% |
| YTD | +17.4% | +7.6% | +9.9% | +13.4% |
| 1Y | +33.5% | +21.2% | +12.3% | +24.3% |
| 3Y | -0.3% | +108.5% | -108.8% | -21.6% |
| 5Y | +22.7% | +43.2% | -20.5% | +6.7% |
| 10Y | +51.8% | +288.1% | -236.3% | +6.8% |
| All | +1,024.2% | +1,423.8% | -399.6% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling