+124.3%
DVN vs RIG
+58.5%
+65.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.7% |
| 7D | +2.5% | -4.2% | +6.7% | +4.3% |
| 30D | +10.2% | -0.7% | +10.9% | +10.4% |
| 3M | +8.1% | -4.0% | +12.1% | +9.4% |
| 6M | +15.9% | -6.3% | +22.2% | +17.2% |
| YTD | +38.2% | +39.7% | -1.5% | +16.6% |
| 1Y | +44.5% | +78.1% | -33.6% | +7.9% |
| 3Y | +5.1% | -29.5% | +34.6% | +8.2% |
| 5Y | +124.3% | +65.3% | +59.0% | +35.4% |
| All | +124.3% | +58.5% | +65.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling