+3.2%
DVN vs URA
-51.6%
+54.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.7% | +4.6% |
| 7D | +7.8% | +4.5% | +3.4% | +5.3% |
| 30D | -7.9% | -13.4% | +5.5% | -2.4% |
| 3M | +3.7% | -28.4% | +32.1% | +18.2% |
| 6M | +0.2% | -40.5% | +40.7% | +21.4% |
| YTD | +28.6% | -24.3% | +52.9% | +31.2% |
| 1Y | +34.6% | -28.8% | +63.4% | +40.2% |
| 3Y | +11.8% | +37.6% | -25.8% | -28.7% |
| 5Y | +37.6% | +30.7% | +6.9% | -13.5% |
| 10Y | +59.7% | +266.8% | -207.1% | -50.2% |
| All | +3.2% | -51.6% | +54.8% | -32.7% |
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