+1,223.7%
DVN vs RRX
+3,748.6%
-2,524.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.1% | +2.8% |
| 7D | +2.5% | -3.7% | +6.3% | +3.9% |
| 30D | +10.2% | -9.3% | +19.5% | +13.9% |
| 3M | +8.1% | -21.8% | +29.9% | +15.5% |
| 6M | +15.9% | -22.0% | +37.9% | +20.6% |
| YTD | +38.2% | +11.9% | +26.3% | +23.7% |
| 1Y | +44.5% | +11.6% | +32.9% | +28.3% |
| 3Y | +5.1% | +2.2% | +3.0% | -8.1% |
| 5Y | +124.3% | +14.9% | +109.4% | +82.9% |
| 10Y | +65.9% | +214.2% | -148.3% | -2.0% |
| All | +1,223.7% | +3,748.6% | -2,524.9% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling