+9.5%
DVN vs RRX
+5.4%
+4.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | +4.5% | -0.3% | +4.9% | +4.5% |
| 30D | +12.0% | -6.1% | +18.1% | +13.2% |
| 3M | +13.4% | -23.1% | +36.4% | +18.1% |
| 6M | +12.1% | -19.5% | +31.6% | +13.6% |
| YTD | +38.8% | +16.1% | +22.8% | +24.0% |
| 1Y | +46.0% | +12.9% | +33.1% | +30.8% |
| 3Y | +9.5% | +7.9% | +1.6% | -2.7% |
| All | +9.5% | +5.4% | +4.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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