+10.5%
DVN vs VLTO
+56.3%
-45.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -8.8% | +1.6% | -10.5% | -9.1% |
| 30D | -10.0% | +22.0% | -32.0% | -13.5% |
| 3M | -3.7% | +21.9% | -25.6% | -7.4% |
| 6M | -3.5% | +36.5% | -40.0% | -10.0% |
| YTD | +20.8% | +19.0% | +1.8% | +16.9% |
| 1Y | +31.2% | +21.0% | +10.3% | +25.9% |
| 3Y | +5.0% | +69.9% | -64.9% | -5.5% |
| All | +10.5% | +56.3% | -45.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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