+9.5%
DVN vs RSG
+57.7%
-48.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +12.0% | +4.0% | +8.0% | +10.4% |
| 3M | +13.4% | +7.4% | +6.0% | +10.4% |
| 6M | +12.1% | +0.1% | +12.0% | +11.7% |
| YTD | +38.8% | +6.0% | +32.8% | +35.9% |
| 1Y | +46.0% | -3.0% | +49.0% | +46.8% |
| 3Y | +9.5% | +56.5% | -47.0% | -10.3% |
| All | +9.5% | +57.7% | -48.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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