+9.5%
DVN vs USHY
+27.0%
-17.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -0.7% | +5.2% | +5.8% |
| 30D | +12.0% | -0.7% | +12.6% | +13.3% |
| 3M | +13.4% | +0.1% | +13.3% | +12.9% |
| 6M | +12.1% | +1.8% | +10.3% | +6.8% |
| YTD | +38.8% | +1.8% | +37.0% | +32.1% |
| 1Y | +46.0% | +3.3% | +42.7% | +33.4% |
| 3Y | +9.5% | +27.0% | -17.5% | -26.2% |
| All | +9.5% | +27.0% | -17.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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