+305.2%
DVN vs ROIV
+298.2%
+7.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.1% | +22.3% | -22.4% | -1.2% |
| 30D | +8.0% | +16.9% | -8.9% | +7.0% |
| 3M | +11.9% | +43.9% | -32.0% | +9.5% |
| 6M | +10.6% | +41.6% | -31.0% | +8.2% |
| YTD | +35.4% | +92.7% | -57.3% | +29.3% |
| 1Y | +46.5% | +210.2% | -163.7% | +35.1% |
| 3Y | +3.0% | +231.8% | -228.9% | -6.5% |
| 5Y | +120.5% | +319.8% | -199.3% | +66.6% |
| All | +305.2% | +298.2% | +7.0% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling