+39.0%
DVN vs RRC
+44.7%
-5.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.8% | -5.6% |
| 7D | -13.9% | -6.8% | -7.2% | -10.8% |
| 30D | -8.0% | +34.7% | -42.8% | -23.8% |
| 3M | +0.8% | +31.5% | -30.7% | -15.1% |
| 6M | -12.8% | +21.8% | -34.5% | -22.9% |
| YTD | +22.7% | +48.9% | -26.1% | -0.2% |
| 1Y | +39.0% | +42.1% | -3.1% | +14.5% |
| All | +39.0% | +44.7% | -5.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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