+66.6%
DVN vs URA
+361.2%
-294.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +3.8% |
| 7D | +2.5% | -1.5% | +4.1% | +3.1% |
| 30D | +10.2% | -0.4% | +10.6% | +9.6% |
| 3M | +8.1% | +6.3% | +1.8% | +3.0% |
| 6M | +15.9% | -14.0% | +29.9% | +17.5% |
| YTD | +38.2% | +5.3% | +32.9% | +23.4% |
| 1Y | +44.5% | +11.7% | +32.8% | +19.5% |
| 3Y | +5.1% | +109.8% | -104.7% | -46.3% |
| 5Y | +124.3% | +108.0% | +16.4% | +7.0% |
| All | +66.6% | +361.2% | -294.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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