+1,196.2%
DVN vs ROST
+68,667.6%
-67,471.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -0.1% | -2.2% | +2.1% | +0.3% |
| 30D | +8.0% | -11.4% | +19.4% | +10.2% |
| 3M | +11.9% | -1.6% | +13.6% | +11.9% |
| 6M | +10.6% | +6.8% | +3.8% | +8.6% |
| YTD | +35.4% | +25.8% | +9.6% | +28.9% |
| 1Y | +46.5% | +52.4% | -5.9% | +34.6% |
| 3Y | +3.0% | +94.4% | -91.4% | -10.0% |
| 5Y | +120.5% | +108.2% | +12.3% | +87.8% |
| 10Y | +62.5% | +308.5% | -246.0% | +27.8% |
| All | +1,196.2% | +68,667.6% | -67,471.4% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling