+66.6%
DVN vs URI
+1,233.8%
-1,167.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +4.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +10.2% | -13.4% | +23.5% | +19.3% |
| 3M | +8.1% | -6.2% | +14.3% | +10.0% |
| 6M | +15.9% | +28.0% | -12.1% | -5.9% |
| YTD | +38.2% | +23.0% | +15.3% | +12.6% |
| 1Y | +44.5% | +5.5% | +38.9% | +28.2% |
| 3Y | +5.1% | +119.2% | -114.0% | -47.1% |
| 5Y | +124.3% | +201.0% | -76.7% | -16.0% |
| All | +66.6% | +1,233.8% | -1,167.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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