+46.0%
DVN vs ROST
+55.6%
-9.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.7% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | +12.0% | -6.9% | +18.8% | +11.3% |
| 3M | +13.4% | -3.3% | +16.7% | +12.9% |
| 6M | +12.1% | +9.0% | +3.1% | +12.2% |
| YTD | +38.8% | +28.9% | +10.0% | +33.6% |
| 1Y | +46.0% | +54.0% | -7.9% | +30.5% |
| All | +46.0% | +55.6% | -9.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling