+41.7%
DVN vs VG
-35.7%
+77.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.4% |
| 7D | -0.1% | +3.8% | -3.9% | -0.9% |
| 30D | +8.0% | +7.2% | +0.8% | +6.2% |
| 3M | +11.9% | +22.8% | -10.9% | +6.5% |
| 6M | +10.6% | +33.2% | -22.6% | +2.6% |
| YTD | +35.4% | +124.8% | -89.4% | +12.7% |
| 1Y | +46.5% | +15.8% | +30.6% | +37.1% |
| All | +41.7% | -35.7% | +77.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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