+67.3%
DVN vs RUN
+42.2%
+25.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +5.0% |
| 30D | +12.0% | -13.0% | +25.0% | +13.9% |
| 3M | +13.4% | -31.8% | +45.2% | +18.5% |
| 6M | +12.1% | -32.2% | +44.3% | +15.8% |
| YTD | +38.8% | -53.5% | +92.3% | +48.6% |
| 1Y | +46.0% | -46.5% | +92.6% | +50.7% |
| 3Y | +9.5% | -37.6% | +47.1% | -10.5% |
| 5Y | +125.3% | -80.9% | +206.1% | +110.1% |
| All | +67.3% | +42.2% | +25.1% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling