+26.3%
DVN vs RNG
+305.9%
-279.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.1% | -4.1% | +3.9% | +0.3% |
| 30D | +8.0% | +8.6% | -0.7% | +6.8% |
| 3M | +11.9% | +78.0% | -66.0% | +3.5% |
| 6M | +10.6% | +67.0% | -56.4% | +2.4% |
| YTD | +35.4% | +142.4% | -107.1% | +18.0% |
| 1Y | +46.5% | +120.4% | -74.0% | +29.0% |
| 3Y | +3.0% | +122.1% | -119.2% | -12.0% |
| 5Y | +120.5% | -69.8% | +190.4% | +128.8% |
| 10Y | +62.5% | +223.4% | -160.9% | -5.3% |
| All | +26.3% | +305.9% | -279.6% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling