+67.3%
DVN vs UMC
+1,863.6%
-1,796.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.2% |
| 7D | +4.5% | +9.0% | -4.5% | +2.2% |
| 30D | +12.0% | +17.2% | -5.3% | +7.3% |
| 3M | +13.4% | +11.4% | +2.0% | +7.3% |
| 6M | +12.1% | +137.5% | -125.4% | -17.8% |
| YTD | +38.8% | +193.1% | -154.3% | -6.9% |
| 1Y | +46.0% | +240.3% | -194.3% | -7.2% |
| 3Y | +9.5% | +262.2% | -252.7% | -33.7% |
| 5Y | +125.3% | +143.1% | -17.9% | +50.2% |
| All | +67.3% | +1,863.6% | -1,796.3% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling