+110.9%
DVN vs S
-56.8%
+167.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +1.5% | -7.7% | +9.2% | +2.1% |
| 30D | +14.2% | -5.3% | +19.5% | +14.5% |
| 3M | +5.2% | +20.3% | -15.0% | +3.1% |
| 6M | +11.9% | +47.4% | -35.5% | +7.3% |
| YTD | +32.8% | +32.5% | +0.3% | +28.3% |
| 1Y | +38.6% | +9.5% | +29.1% | +36.0% |
| 3Y | +0.5% | +15.5% | -15.0% | -4.1% |
| 5Y | +111.0% | -71.2% | +182.2% | +112.4% |
| All | +110.9% | -56.8% | +167.7% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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