+6.6%
DVN vs URA
-31.1%
+37.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +1.5% | +1.1% | +0.4% | +0.9% |
| 30D | +14.2% | +7.4% | +6.8% | +9.7% |
| 3M | +5.2% | -8.4% | +13.6% | +7.0% |
| 6M | +11.9% | -12.7% | +24.6% | +12.4% |
| YTD | +32.8% | +7.8% | +25.0% | +17.1% |
| 1Y | +38.6% | +19.5% | +19.1% | +10.6% |
| 3Y | +0.5% | +116.4% | -115.9% | -48.3% |
| 5Y | +111.0% | +134.3% | -23.2% | -3.1% |
| 10Y | +56.1% | +359.3% | -303.1% | -54.9% |
| All | +6.6% | -31.1% | +37.7% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling