+179.5%
DVN vs UMC
+292.9%
-113.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.3% |
| 7D | -0.1% | +13.6% | -13.7% | -3.0% |
| 30D | +8.0% | +20.8% | -12.8% | +3.2% |
| 3M | +11.9% | +16.1% | -4.2% | +5.5% |
| 6M | +10.6% | +137.3% | -126.7% | -13.6% |
| YTD | +35.4% | +193.8% | -158.4% | -0.9% |
| 1Y | +46.5% | +236.1% | -189.6% | +3.5% |
| 3Y | +3.0% | +267.1% | -264.1% | -29.9% |
| 5Y | +120.5% | +145.3% | -24.8% | +61.8% |
| 10Y | +62.5% | +1,857.3% | -1,794.9% | -29.8% |
| All | +179.5% | +292.9% | -113.3% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling