+124.3%
DVN vs VMC
+47.2%
+77.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +2.5% | -3.7% | +6.2% | +3.4% |
| 30D | +10.2% | -12.8% | +22.9% | +13.7% |
| 3M | +8.1% | -7.9% | +16.0% | +9.4% |
| 6M | +15.9% | -7.5% | +23.4% | +16.1% |
| YTD | +38.2% | -11.6% | +49.9% | +39.6% |
| 1Y | +44.5% | -14.3% | +58.7% | +47.0% |
| 3Y | +5.1% | +18.5% | -13.4% | -8.3% |
| 5Y | +124.3% | +46.8% | +77.6% | +77.1% |
| All | +124.3% | +47.2% | +77.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling