+297.6%
DVN vs ROIV
+232.7%
+64.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | +14.2% | +1.0% | +13.2% | +14.1% |
| 3M | +5.2% | +18.3% | -13.0% | +4.1% |
| 6M | +11.9% | +18.3% | -6.5% | +10.5% |
| YTD | +32.8% | +61.0% | -28.1% | +28.2% |
| 1Y | +38.6% | +177.9% | -139.3% | +28.5% |
| 3Y | +0.5% | +199.1% | -198.5% | -8.0% |
| 5Y | +111.0% | +250.7% | -139.7% | +61.0% |
| All | +297.6% | +232.7% | +64.9% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling