+118.6%
DVN vs RNG
-68.4%
+187.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 6M | +12.1% | +77.9% | -65.8% | +4.8% |
| YTD | +38.8% | +139.9% | -101.1% | +24.3% |
| 1Y | +46.0% | +121.7% | -75.6% | +31.7% |
| 3Y | +9.5% | +121.9% | -112.4% | -4.1% |
| All | +118.6% | -68.4% | +187.0% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling