+311.6%
DVN vs URI
+7,815.7%
-7,504.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +3.0% |
| 7D | -8.8% | -6.0% | -2.9% | -7.3% |
| 30D | -10.0% | +4.6% | -14.6% | -11.5% |
| 3M | -3.7% | -2.7% | -1.0% | -3.5% |
| 6M | -3.5% | +18.4% | -21.9% | -9.6% |
| YTD | +20.8% | +37.4% | -16.6% | +6.1% |
| 1Y | +31.2% | +30.4% | +0.9% | +17.0% |
| 3Y | +5.0% | +147.9% | -142.9% | -24.3% |
| 5Y | +29.9% | +202.1% | -172.1% | -12.8% |
| 10Y | +45.5% | +1,182.4% | -1,137.0% | -30.6% |
| All | +311.6% | +7,815.7% | -7,504.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling