+192.9%
DVN vs RVMD
+636.2%
-443.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +8.0% | +0.3% | +7.6% | +7.9% |
| 3M | +11.9% | +38.9% | -26.9% | +6.2% |
| 6M | +10.6% | +108.1% | -97.5% | -3.2% |
| YTD | +35.4% | +160.7% | -125.4% | +12.3% |
| 1Y | +46.5% | +407.3% | -360.8% | +6.8% |
| 3Y | +3.0% | +546.6% | -543.6% | -31.9% |
| 5Y | +120.5% | +579.8% | -459.3% | +32.6% |
| All | +192.9% | +636.2% | -443.3% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling