+352.7%
DVN vs URI
+7,134.6%
-6,781.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | +1.5% | -2.0% | +3.5% | +2.0% |
| 30D | +14.2% | -12.9% | +27.1% | +18.7% |
| 3M | +5.2% | -6.7% | +12.0% | +6.5% |
| 6M | +11.9% | +19.0% | -7.1% | +3.8% |
| YTD | +32.8% | +25.5% | +7.3% | +20.5% |
| 1Y | +38.6% | +5.5% | +33.0% | +31.8% |
| 3Y | +0.5% | +111.3% | -110.8% | -23.8% |
| 5Y | +111.0% | +198.6% | -87.5% | +43.0% |
| 10Y | +56.1% | +1,179.9% | -1,123.8% | -24.7% |
| All | +352.7% | +7,134.6% | -6,781.9% | +11.2% |
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