+124.3%
DVN vs RGEN
-44.2%
+168.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.5% | -2.9% | +5.4% | +2.9% |
| 30D | +10.2% | -0.1% | +10.2% | +10.1% |
| 3M | +8.1% | +25.9% | -17.8% | +3.9% |
| 6M | +15.9% | +35.2% | -19.3% | +9.1% |
| YTD | +38.2% | +0.5% | +37.7% | +36.9% |
| 1Y | +44.5% | +37.0% | +7.5% | +34.7% |
| 3Y | +5.1% | +2.0% | +3.1% | -0.3% |
| 5Y | +124.3% | -44.2% | +168.5% | +102.0% |
| All | +124.3% | -44.2% | +168.5% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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