+1,140.6%
DVN vs RVTY
+2,885.1%
-1,744.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.2% |
| 7D | +10.4% | -0.5% | +10.8% | +10.4% |
| 30D | -6.7% | +1.5% | -8.2% | -7.3% |
| 3M | +5.6% | +31.5% | -25.8% | -1.9% |
| 6M | +0.7% | +62.7% | -62.0% | -11.9% |
| YTD | +29.6% | +60.0% | -30.4% | +12.1% |
| 1Y | +36.3% | +65.7% | -29.4% | +16.8% |
| 3Y | +13.2% | +85.2% | -72.1% | -7.2% |
| 5Y | +38.6% | -14.9% | +53.5% | +35.5% |
| 10Y | +60.9% | +211.9% | -151.0% | +15.4% |
| All | +1,140.6% | +2,885.1% | -1,744.5% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling