+1,926.3%
DVN vs ROP
+24,791.5%
-22,865.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.6% |
| 7D | -1.3% | -5.4% | +4.1% | +0.4% |
| 30D | +12.6% | -1.6% | +14.3% | +13.1% |
| 3M | +8.1% | +18.8% | -10.7% | +1.8% |
| 6M | +10.2% | +8.2% | +2.0% | +6.6% |
| YTD | +33.8% | -10.5% | +44.2% | +36.6% |
| 1Y | +43.9% | -23.7% | +67.6% | +54.3% |
| 3Y | +1.7% | -17.9% | +19.6% | +6.2% |
| 5Y | +119.6% | -15.3% | +134.9% | +125.5% |
| 10Y | +53.7% | +133.4% | -79.7% | +21.3% |
| All | +1,926.3% | +24,791.5% | -22,865.2% | +858.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling