+1,180.8%
DVN vs RRC
+1,198.8%
-18.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +12.6% | +9.4% | +3.2% | +9.7% |
| 3M | +8.1% | +7.4% | +0.7% | +5.9% |
| 6M | +10.2% | +1.5% | +8.7% | +10.0% |
| YTD | +33.8% | +19.4% | +14.4% | +27.1% |
| 1Y | +43.9% | +24.2% | +19.7% | +35.0% |
| 3Y | +1.7% | +32.8% | -31.0% | -6.7% |
| 5Y | +119.6% | +152.9% | -33.3% | +64.5% |
| 10Y | +53.7% | +3.9% | +49.9% | +24.4% |
| All | +1,180.8% | +1,198.8% | -18.0% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling