+118.6%
DVN vs RMBS
+265.4%
-146.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.5% | +1.8% | +2.7% | +4.3% |
| 30D | +12.0% | -13.9% | +25.9% | +13.9% |
| 3M | +13.4% | -39.8% | +53.2% | +20.1% |
| 6M | +12.1% | -6.0% | +18.1% | +7.1% |
| YTD | +38.8% | -5.4% | +44.2% | +30.6% |
| 1Y | +46.0% | -1.8% | +47.8% | +34.0% |
| 3Y | +9.5% | +53.7% | -44.2% | -16.2% |
| All | +118.6% | +265.4% | -146.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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