+1,180.8%
DVN vs RVTY
+2,356.0%
-1,175.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +12.6% | +10.8% | +1.8% | +9.7% |
| 3M | +8.1% | +26.8% | -18.7% | +1.3% |
| 6M | +10.2% | +39.3% | -29.2% | -0.4% |
| YTD | +33.8% | +31.6% | +2.2% | +22.1% |
| 1Y | +43.9% | +47.7% | -3.8% | +27.1% |
| 3Y | +1.7% | +19.9% | -18.2% | -7.0% |
| 5Y | +119.6% | -32.3% | +152.0% | +128.2% |
| 10Y | +53.7% | +138.4% | -84.7% | +18.2% |
| All | +1,180.8% | +2,356.0% | -1,175.2% | +566.1% |
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