+370.7%
DVN vs RSG
+1,999.8%
-1,629.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +10.2% | +2.8% | +7.4% | +9.1% |
| 3M | +8.1% | +4.3% | +3.8% | +6.5% |
| 6M | +15.9% | -0.5% | +16.4% | +15.9% |
| YTD | +38.2% | +5.2% | +33.0% | +35.7% |
| 1Y | +44.5% | -2.1% | +46.6% | +45.1% |
| 3Y | +5.1% | +56.5% | -51.4% | -10.5% |
| 5Y | +124.3% | +89.5% | +34.8% | +77.5% |
| 10Y | +65.9% | +424.8% | -358.9% | -2.7% |
| All | +370.7% | +1,999.8% | -1,629.1% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling