+39.0%
DVN vs RUN
-53.7%
+92.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.3% |
| 7D | -13.9% | +18.5% | -32.4% | -13.1% |
| 30D | -8.0% | +15.5% | -23.6% | -7.1% |
| 3M | +0.8% | -20.3% | +21.1% | +0.8% |
| 6M | -12.8% | -30.8% | +18.0% | -13.0% |
| YTD | +22.7% | -52.2% | +75.0% | +22.1% |
| 1Y | +39.0% | -53.9% | +92.9% | +38.7% |
| All | +39.0% | -53.7% | +92.7% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling