+10.8%
DVN vs USAR
+68.6%
-57.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.1% |
| 7D | -0.1% | -4.4% | +4.3% | -0.2% |
| 30D | +8.0% | -10.4% | +18.4% | +7.8% |
| 3M | +11.9% | -18.4% | +30.3% | +11.8% |
| 6M | +10.6% | -8.8% | +19.5% | +11.0% |
| YTD | +35.4% | +43.4% | -8.0% | +36.8% |
| 1Y | +46.5% | +21.0% | +25.5% | +48.5% |
| 3Y | +3.0% | +67.7% | -64.8% | +2.1% |
| All | +10.8% | +68.6% | -57.7% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling