+36.7%
DVN vs ROL
+15.7%
+21.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +10.4% | +3.0% | +7.4% | +9.9% |
| 30D | -6.7% | +19.8% | -26.5% | -9.5% |
| 3M | +5.6% | +7.9% | -2.3% | +4.2% |
| 6M | +0.7% | -25.6% | +26.3% | +6.7% |
| YTD | +29.6% | -34.1% | +63.7% | +40.6% |
| 1Y | +36.3% | -31.4% | +67.7% | +46.6% |
| 3Y | +13.2% | +4.7% | +8.5% | +8.5% |
| All | +36.7% | +15.7% | +21.0% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling