+66.6%
DVN vs RVTY
+139.0%
-72.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +3.0% |
| 7D | +2.5% | -7.4% | +9.9% | +5.4% |
| 30D | +10.2% | +4.5% | +5.7% | +8.1% |
| 3M | +8.1% | +19.5% | -11.4% | +0.1% |
| 6M | +15.9% | +34.1% | -18.2% | +0.4% |
| YTD | +38.2% | +25.3% | +13.0% | +22.0% |
| 1Y | +44.5% | +47.0% | -2.5% | +18.0% |
| 3Y | +5.1% | +14.1% | -9.0% | -8.2% |
| 5Y | +124.3% | -34.6% | +158.9% | +148.1% |
| All | +66.6% | +139.0% | -72.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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