+1,171.8%
DVN vs ROL
+9,030.3%
-7,858.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +1.5% | -1.4% | +2.9% | +1.9% |
| 30D | +14.2% | -4.1% | +18.3% | +15.5% |
| 3M | +5.2% | -22.5% | +27.8% | +13.0% |
| 6M | +11.9% | -37.7% | +49.5% | +27.8% |
| YTD | +32.8% | -39.6% | +72.4% | +52.8% |
| 1Y | +38.6% | -36.0% | +74.6% | +56.3% |
| 3Y | +0.5% | -5.1% | +5.7% | -1.0% |
| 5Y | +111.0% | -3.4% | +114.4% | +103.0% |
| 10Y | +56.1% | +215.2% | -159.1% | +0.7% |
| All | +1,171.8% | +9,030.3% | -7,858.5% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling