+397.1%
DVN vs RPRX
+57.8%
+339.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +1.8% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | +12.6% | +7.2% | +5.5% | +10.9% |
| 3M | +8.1% | +10.9% | -2.8% | +5.6% |
| 6M | +10.2% | +34.6% | -24.4% | +2.8% |
| YTD | +33.8% | +59.0% | -25.2% | +20.0% |
| 1Y | +43.9% | +72.5% | -28.6% | +26.1% |
| 3Y | +1.7% | +124.1% | -122.3% | -17.4% |
| 5Y | +119.6% | +75.9% | +43.7% | +90.1% |
| All | +397.1% | +57.8% | +339.3% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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