-0.6%
DVN vs USB
+95.2%
-95.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +1.5% | +1.4% | +0.1% | +0.9% |
| 30D | +14.2% | -1.3% | +15.5% | +14.6% |
| 3M | +5.2% | +15.2% | -10.0% | -1.2% |
| 6M | +11.9% | +18.8% | -7.0% | +2.9% |
| YTD | +32.8% | +21.0% | +11.8% | +20.4% |
| 1Y | +38.6% | +34.0% | +4.6% | +19.1% |
| All | -0.6% | +95.2% | -95.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling