+9.5%
DVN vs RNG
+119.8%
-110.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.5% | -6.1% | +10.6% | +5.1% |
| 30D | +12.0% | +9.6% | +2.4% | +10.9% |
| 3M | +13.4% | +83.3% | -69.9% | +6.1% |
| 6M | +12.1% | +77.9% | -65.8% | +4.8% |
| YTD | +38.8% | +139.9% | -101.1% | +23.1% |
| 1Y | +46.0% | +121.7% | -75.6% | +30.8% |
| 3Y | +9.5% | +121.9% | -112.4% | -9.0% |
| All | +9.5% | +119.8% | -110.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling