+46.0%
DVN vs USAR
+13.1%
+33.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.4% |
| 7D | +4.5% | -11.6% | +16.2% | +4.3% |
| 30D | +12.0% | -15.5% | +27.5% | +11.7% |
| 3M | +13.4% | -31.0% | +44.4% | +13.2% |
| 6M | +12.1% | -26.2% | +38.3% | +12.5% |
| YTD | +38.8% | +30.8% | +8.1% | +37.8% |
| 1Y | +46.0% | +7.1% | +38.9% | +48.7% |
| All | +46.0% | +13.1% | +33.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling