+67.3%
DVN vs VSH
+196.4%
-129.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -2.2% |
| 7D | +4.5% | +4.8% | -0.2% | +2.3% |
| 30D | +12.0% | -0.7% | +12.7% | +11.6% |
| 3M | +13.4% | -43.1% | +56.5% | +37.7% |
| 6M | +12.1% | +91.8% | -79.7% | -31.7% |
| YTD | +38.8% | +131.6% | -92.8% | -25.2% |
| 1Y | +46.0% | +118.1% | -72.1% | -20.5% |
| 3Y | +9.5% | +40.9% | -31.4% | -29.8% |
| 5Y | +125.3% | +75.8% | +49.5% | +16.9% |
| All | +67.3% | +196.4% | -129.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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