+67.3%
DVN vs VIVK
-100.0%
+167.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.5% |
| 7D | +4.5% | -4.4% | +8.9% | +4.6% |
| 30D | +12.0% | -40.8% | +52.8% | +12.8% |
| 3M | +13.4% | -94.1% | +107.5% | +17.2% |
| 6M | +12.1% | -98.2% | +110.3% | +16.6% |
| YTD | +38.8% | -98.0% | +136.8% | +42.7% |
| 1Y | +46.0% | -100.0% | +146.0% | +57.8% |
| 3Y | +9.5% | -100.0% | +109.5% | +17.1% |
| 5Y | +125.3% | -100.0% | +225.3% | +141.2% |
| All | +67.3% | -100.0% | +167.3% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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