+53.9%
DVN vs RUN
-32.6%
+86.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.8% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +8.0% | -10.8% | +18.8% | +9.4% |
| 3M | +11.9% | -30.2% | +42.1% | +16.3% |
| 6M | +10.6% | -22.3% | +33.0% | +11.9% |
| YTD | +35.4% | -52.2% | +87.5% | +44.0% |
| 1Y | +46.5% | -45.1% | +91.6% | +50.5% |
| 3Y | +3.0% | -37.1% | +40.1% | -14.2% |
| 5Y | +120.5% | -80.3% | +200.8% | +105.7% |
| 10Y | +62.5% | +45.2% | +17.2% | -10.3% |
| All | +53.9% | -32.6% | +86.5% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling