+693.9%
DVN vs RIG
-41.1%
+735.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | +12.6% | +9.5% | +3.1% | +8.0% |
| 3M | +8.1% | -6.6% | +14.8% | +10.8% |
| 6M | +10.2% | -2.9% | +13.0% | +9.7% |
| YTD | +33.8% | +39.5% | -5.7% | +11.7% |
| 1Y | +43.9% | +82.3% | -38.4% | +4.7% |
| 3Y | +1.7% | -29.6% | +31.3% | +4.8% |
| 5Y | +119.6% | +63.2% | +56.4% | +36.2% |
| 10Y | +53.7% | -45.0% | +98.7% | -0.3% |
| All | +693.9% | -41.1% | +735.1% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling