+38.6%
DVN vs UMC
+209.4%
-170.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.3% |
| 7D | +1.5% | +5.0% | -3.5% | +1.8% |
| 30D | +14.2% | +7.7% | +6.5% | +14.7% |
| 3M | +5.2% | +1.7% | +3.6% | +6.3% |
| 6M | +11.9% | +113.9% | -102.0% | +14.6% |
| YTD | +32.8% | +168.9% | -136.1% | +34.9% |
| 1Y | +38.6% | +207.2% | -168.6% | +37.6% |
| All | +38.6% | +209.4% | -170.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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