+38.6%
DVN vs RVMD
+430.6%
-392.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +1.5% | +1.0% | +0.5% | +1.6% |
| 30D | +14.2% | +6.4% | +7.7% | +14.7% |
| 3M | +5.2% | +34.9% | -29.7% | +7.6% |
| 6M | +11.9% | +107.6% | -95.7% | +18.2% |
| YTD | +32.8% | +163.7% | -130.9% | +45.2% |
| 1Y | +38.6% | +439.2% | -400.6% | +65.4% |
| All | +38.6% | +430.6% | -392.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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