+9.5%
DVN vs VRSK
-26.5%
+36.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +4.5% | -5.2% | +9.7% | +4.9% |
| 30D | +12.0% | -2.3% | +14.3% | +12.1% |
| 3M | +13.4% | -2.9% | +16.3% | +13.2% |
| 6M | +12.1% | -12.8% | +24.9% | +12.4% |
| YTD | +38.8% | -20.8% | +59.6% | +40.2% |
| 1Y | +46.0% | -33.2% | +79.2% | +49.9% |
| 3Y | +9.5% | -26.6% | +36.1% | +12.6% |
| All | +9.5% | -26.5% | +36.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling