+363.5%
DVN vs RL
+1,517.3%
-1,153.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | +10.4% | +2.6% | +7.8% | +9.4% |
| 30D | -6.7% | +2.9% | -9.6% | -7.9% |
| 3M | +5.6% | 0.0% | +5.6% | +4.8% |
| 6M | +0.7% | +17.1% | -16.4% | -5.9% |
| YTD | +29.6% | +10.1% | +19.4% | +21.8% |
| 1Y | +36.3% | +17.3% | +19.0% | +25.4% |
| 3Y | +13.2% | +249.3% | -236.2% | -27.5% |
| 5Y | +38.6% | +240.9% | -202.3% | -12.5% |
| 10Y | +60.9% | +337.3% | -276.4% | -7.0% |
| All | +363.5% | +1,517.3% | -1,153.8% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling