+45.9%
DVN vs USB
+92.8%
-47.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -19.1% | 0.0% | -19.1% | -19.2% |
| 30D | -11.8% | +5.8% | -17.7% | -15.8% |
| 3M | -1.5% | -6.0% | +4.5% | +2.2% |
| 6M | -8.2% | +7.8% | -16.0% | -15.0% |
| YTD | +17.4% | +14.6% | +2.8% | +2.1% |
| 1Y | +33.5% | +31.8% | +1.7% | +3.9% |
| 3Y | -0.3% | +91.5% | -91.8% | -45.0% |
| 5Y | +22.7% | +22.0% | +0.7% | -6.3% |
| All | +45.9% | +92.8% | -47.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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