+9.0%
DVN vs ROST
+93.5%
-84.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.5% | -2.5% | +5.0% | +2.9% |
| 30D | +10.2% | -10.3% | +20.5% | +11.8% |
| 3M | +8.1% | -2.6% | +10.7% | +8.1% |
| 6M | +15.9% | +6.5% | +9.3% | +13.3% |
| YTD | +38.2% | +25.9% | +12.3% | +28.7% |
| 1Y | +44.5% | +52.3% | -7.9% | +27.0% |
| All | +9.0% | +93.5% | -84.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling