+21.2%
DVN vs USB
+21.6%
-0.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -19.1% | 0.0% | -19.1% | -19.2% |
| 30D | -11.8% | +5.8% | -17.7% | -14.2% |
| 3M | -1.5% | -6.0% | +4.5% | +0.8% |
| 6M | -8.2% | +7.8% | -16.0% | -12.3% |
| YTD | +17.4% | +14.6% | +2.8% | +8.0% |
| 1Y | +33.5% | +31.8% | +1.7% | +14.4% |
| 3Y | -0.3% | +91.5% | -91.8% | -29.8% |
| All | +21.2% | +21.6% | -0.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling