+118.6%
DVN vs ROP
-16.2%
+134.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -4.6% | +9.1% | +6.1% |
| 30D | +12.0% | -1.7% | +13.7% | +12.4% |
| 3M | +13.4% | +17.1% | -3.7% | +6.8% |
| 6M | +12.1% | +10.9% | +1.3% | +7.4% |
| YTD | +38.8% | -12.1% | +50.9% | +45.0% |
| 1Y | +46.0% | -24.2% | +70.3% | +62.4% |
| 3Y | +9.5% | -20.4% | +29.9% | +19.0% |
| All | +118.6% | -16.2% | +134.8% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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