+1,196.2%
DVN vs VMC
+3,084.3%
-1,888.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.5% |
| 7D | -0.1% | -5.3% | +5.2% | +2.0% |
| 30D | +8.0% | -12.3% | +20.2% | +13.5% |
| 3M | +11.9% | -10.3% | +22.2% | +15.6% |
| 6M | +10.6% | -8.6% | +19.2% | +12.2% |
| YTD | +35.4% | -11.9% | +47.3% | +38.5% |
| 1Y | +46.5% | -13.9% | +60.4% | +50.7% |
| 3Y | +3.0% | +18.2% | -15.2% | -9.1% |
| 5Y | +120.5% | +47.7% | +72.8% | +74.1% |
| 10Y | +62.5% | +152.5% | -90.0% | +3.2% |
| All | +1,196.2% | +3,084.3% | -1,888.1% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling