+66.6%
DVN vs ROL
+210.1%
-143.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +2.5% | -3.2% | +5.7% | +3.4% |
| 30D | +10.2% | -6.6% | +16.8% | +12.1% |
| 3M | +8.1% | -27.3% | +35.4% | +17.4% |
| 6M | +15.9% | -38.1% | +54.0% | +31.2% |
| YTD | +38.2% | -41.8% | +80.0% | +58.9% |
| 1Y | +44.5% | -37.8% | +82.3% | +62.6% |
| 3Y | +5.1% | -0.3% | +5.5% | +0.9% |
| 5Y | +124.3% | -5.1% | +129.4% | +114.4% |
| All | +66.6% | +210.1% | -143.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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