+689.3%
DVN vs RMD
+35,656.8%
-34,967.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.2% |
| 7D | -1.3% | -4.5% | +3.1% | -0.6% |
| 30D | +12.6% | +4.6% | +8.0% | +11.8% |
| 3M | +8.1% | +14.8% | -6.7% | +5.4% |
| 6M | +10.2% | -12.1% | +22.2% | +11.7% |
| YTD | +33.8% | -7.5% | +41.2% | +34.4% |
| 1Y | +43.9% | -20.1% | +64.0% | +47.8% |
| 3Y | +1.7% | +53.9% | -52.1% | -7.2% |
| 5Y | +119.6% | -22.2% | +141.8% | +120.8% |
| 10Y | +53.7% | +268.2% | -214.5% | +22.8% |
| All | +689.3% | +35,656.8% | -34,967.4% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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