+367.2%
DVN vs RMBS
+1,376.2%
-1,009.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -0.1% | +3.5% | -3.6% | -0.4% |
| 30D | +8.0% | -8.6% | +16.6% | +8.8% |
| 3M | +11.9% | -40.3% | +52.2% | +16.9% |
| 6M | +10.6% | -1.0% | +11.6% | +7.9% |
| YTD | +35.4% | -4.6% | +40.0% | +31.7% |
| 1Y | +46.5% | +17.6% | +28.9% | +38.2% |
| 3Y | +3.0% | +58.6% | -55.7% | -8.3% |
| 5Y | +120.5% | +270.9% | -150.4% | +78.7% |
| 10Y | +62.5% | +569.1% | -506.6% | +24.7% |
| All | +367.2% | +1,376.2% | -1,009.0% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling