+19.7%
DVN vs VRSK
+586.4%
-566.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.5% | -5.2% | +9.7% | +6.6% |
| 30D | +12.0% | -2.3% | +14.3% | +12.6% |
| 3M | +13.4% | -2.9% | +16.3% | +13.3% |
| 6M | +12.1% | -12.8% | +24.9% | +16.5% |
| YTD | +38.8% | -20.8% | +59.6% | +49.3% |
| 1Y | +46.0% | -33.2% | +79.2% | +68.4% |
| 3Y | +9.5% | -26.6% | +36.1% | +17.5% |
| 5Y | +125.3% | -11.3% | +136.6% | +113.3% |
| 10Y | +66.6% | +126.1% | -59.5% | -4.4% |
| All | +19.7% | +586.4% | -566.7% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling