+67.3%
DVN vs RIG
-41.2%
+108.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.2% |
| 7D | +4.5% | -3.1% | +7.6% | +5.9% |
| 30D | +12.0% | -0.5% | +12.5% | +12.1% |
| 3M | +13.4% | -6.0% | +19.4% | +15.8% |
| 6M | +12.1% | -10.1% | +22.2% | +15.4% |
| YTD | +38.8% | +37.3% | +1.5% | +17.5% |
| 1Y | +46.0% | +73.9% | -27.9% | +9.6% |
| 3Y | +9.5% | -30.2% | +39.7% | +13.2% |
| 5Y | +125.3% | +62.5% | +62.8% | +42.3% |
| All | +67.3% | -41.2% | +108.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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