+183.9%
DVN vs VO
+821.9%
-638.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | -1.3% | +0.6% | -2.0% | -2.1% |
| 30D | +12.6% | -1.1% | +13.7% | +13.9% |
| 3M | +8.1% | +4.5% | +3.6% | +1.4% |
| 6M | +10.2% | +11.1% | -0.9% | -5.2% |
| YTD | +33.8% | +13.5% | +20.2% | +11.7% |
| 1Y | +43.9% | +14.5% | +29.4% | +18.6% |
| 3Y | +1.7% | +58.1% | -56.4% | -43.9% |
| 5Y | +119.6% | +43.3% | +76.3% | +36.1% |
| 10Y | +53.7% | +193.2% | -139.5% | -54.8% |
| All | +183.9% | +821.9% | -638.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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