+46.0%
DVN vs RVTY
+50.6%
-4.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.7% |
| 7D | +4.5% | -4.5% | +9.1% | +4.1% |
| 30D | +12.0% | +5.5% | +6.5% | +12.6% |
| 3M | +13.4% | +22.5% | -9.1% | +15.9% |
| 6M | +12.1% | +38.9% | -26.8% | +15.4% |
| YTD | +38.8% | +28.7% | +10.1% | +42.4% |
| 1Y | +46.0% | +45.5% | +0.5% | +45.2% |
| All | +46.0% | +50.6% | -4.6% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling