+31.1%
DVN vs USB
+32.1%
-1.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.9% | -0.5% | +2.4% | +1.8% |
| 30D | -8.2% | +5.7% | -13.9% | -7.5% |
| 3M | -0.3% | -4.7% | +4.3% | -0.8% |
| 6M | -2.5% | +13.4% | -15.9% | -1.4% |
| YTD | +25.0% | +17.0% | +8.0% | +25.0% |
| 1Y | +31.1% | +32.4% | -1.3% | +24.7% |
| All | +31.1% | +32.1% | -1.0% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling