+120.5%
DVN vs RL
+233.3%
-112.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.1% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +8.0% | -17.5% | +25.5% | +13.9% |
| 3M | +11.9% | -14.0% | +25.9% | +16.0% |
| 6M | +10.6% | -2.0% | +12.6% | +8.1% |
| YTD | +35.4% | -4.6% | +40.0% | +32.9% |
| 1Y | +46.5% | +9.5% | +37.0% | +35.9% |
| 3Y | +3.0% | +200.5% | -197.5% | -38.4% |
| 5Y | +120.5% | +226.3% | -105.7% | +15.3% |
| All | +120.5% | +233.3% | -112.8% | +15.3% |
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