+36.7%
DVN vs RL
+239.2%
-202.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | +10.4% | +2.6% | +7.8% | +9.5% |
| 30D | -6.7% | +2.9% | -9.6% | -7.8% |
| 3M | +5.6% | 0.0% | +5.6% | +5.0% |
| 6M | +0.7% | +17.1% | -16.4% | -5.7% |
| YTD | +29.6% | +10.1% | +19.4% | +21.8% |
| 1Y | +36.3% | +17.3% | +19.0% | +24.8% |
| 3Y | +13.2% | +249.3% | -236.2% | -34.8% |
| All | +36.7% | +239.2% | -202.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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