+124.3%
DVN vs VSH
+64.5%
+59.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.3% |
| 7D | +2.5% | +3.1% | -0.6% | +1.8% |
| 30D | +10.2% | -5.7% | +15.9% | +11.4% |
| 3M | +8.1% | -42.5% | +50.6% | +20.0% |
| 6M | +15.9% | +82.7% | -66.8% | -13.4% |
| YTD | +38.2% | +118.2% | -80.0% | -4.4% |
| 1Y | +44.5% | +109.7% | -65.2% | +0.1% |
| 3Y | +5.1% | +35.3% | -30.1% | -18.8% |
| 5Y | +124.3% | +65.6% | +58.7% | +53.6% |
| All | +124.3% | +64.5% | +59.8% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling