+1,180.8%
DVN vs VSH
+1,656.4%
-475.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.3% | +6.2% | -7.5% | -2.8% |
| 30D | +12.6% | -11.1% | +23.7% | +15.3% |
| 3M | +8.1% | -44.9% | +53.0% | +20.8% |
| 6M | +10.2% | +90.0% | -79.8% | -11.4% |
| YTD | +33.8% | +118.8% | -85.0% | +3.2% |
| 1Y | +43.9% | +109.0% | -65.1% | +11.4% |
| 3Y | +1.7% | +35.6% | -33.9% | -15.1% |
| 5Y | +119.6% | +66.7% | +52.9% | +73.1% |
| 10Y | +53.7% | +167.9% | -114.2% | +12.7% |
| All | +1,180.8% | +1,656.4% | -475.6% | +576.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling