+27.4%
DVN vs VIG
+614.0%
-586.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.9% |
| 7D | -0.1% | -1.2% | +1.1% | +1.5% |
| 30D | +8.0% | -2.8% | +10.8% | +12.1% |
| 3M | +11.9% | +2.5% | +9.5% | +7.3% |
| 6M | +10.6% | +8.1% | +2.5% | -2.5% |
| YTD | +35.4% | +9.6% | +25.8% | +16.9% |
| 1Y | +46.5% | +14.2% | +32.3% | +19.2% |
| 3Y | +3.0% | +56.1% | -53.1% | -45.8% |
| 5Y | +120.5% | +62.8% | +57.7% | +9.0% |
| 10Y | +62.5% | +248.2% | -185.7% | -70.2% |
| All | +27.4% | +614.0% | -586.6% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling