+118.6%
DVN vs RJF
+104.0%
+14.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.5% | -2.7% | +7.2% | +5.9% |
| 30D | +12.0% | -4.3% | +16.2% | +14.1% |
| 3M | +13.4% | +15.7% | -2.3% | +4.2% |
| 6M | +12.1% | +17.8% | -5.7% | +1.3% |
| YTD | +38.8% | +9.2% | +29.7% | +29.8% |
| 1Y | +46.0% | +2.8% | +43.3% | +41.0% |
| 3Y | +9.5% | +69.5% | -60.0% | -23.2% |
| All | +118.6% | +104.0% | +14.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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