+5.5%
DVN vs ROIV
+227.9%
-222.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.8% | -18.0% | -1.1% |
| 7D | -1.3% | +20.2% | -21.5% | -3.2% |
| 30D | +12.6% | +14.1% | -1.5% | +10.9% |
| 3M | +8.1% | +45.6% | -37.5% | +3.3% |
| 6M | +10.2% | +44.1% | -34.0% | +5.0% |
| YTD | +33.8% | +91.2% | -57.4% | +20.5% |
| 1Y | +43.9% | +221.3% | -177.4% | +15.3% |
| All | +5.5% | +227.9% | -222.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling