+10.6%
DVN vs RGEN
+39.8%
-29.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.7% |
| 7D | -0.1% | -4.6% | +4.5% | -1.1% |
| 30D | +8.0% | +1.2% | +6.8% | +8.5% |
| 3M | +11.9% | +26.8% | -14.9% | +19.7% |
| 6M | +10.6% | +29.1% | -18.4% | +20.7% |
| All | +10.6% | +39.8% | -29.2% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling