+67.3%
DVN vs VNQ
+64.0%
+3.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | +4.5% | -1.3% | +5.8% | +5.6% |
| 30D | +12.0% | -2.6% | +14.5% | +14.3% |
| 3M | +13.4% | -2.0% | +15.4% | +14.8% |
| 6M | +12.1% | +4.3% | +7.8% | +6.3% |
| YTD | +38.8% | +9.2% | +29.6% | +26.1% |
| 1Y | +46.0% | +5.6% | +40.4% | +36.7% |
| 3Y | +9.5% | +30.8% | -21.4% | -17.2% |
| 5Y | +125.3% | +8.0% | +117.3% | +101.6% |
| All | +67.3% | +64.0% | +3.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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