+40.5%
DVN vs USB
+94.3%
-53.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -1.4% |
| 7D | -12.8% | +0.8% | -13.6% | -13.4% |
| 30D | -12.1% | +6.8% | -18.9% | -16.7% |
| 3M | -0.7% | -3.8% | +3.1% | +1.3% |
| 6M | -5.8% | +11.7% | -17.5% | -15.1% |
| YTD | +17.9% | +17.5% | +0.5% | +0.7% |
| 1Y | +29.0% | +33.8% | -4.7% | -0.6% |
| 3Y | +6.0% | +104.2% | -98.2% | -44.4% |
| 5Y | +22.1% | +26.4% | -4.3% | -9.3% |
| 10Y | +40.5% | +89.2% | -48.7% | -23.5% |
| All | +40.5% | +94.3% | -53.8% | -23.5% |
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