+67.3%
DVN vs VTR
+99.2%
-31.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +12.0% | +1.1% | +10.9% | +11.4% |
| 3M | +13.4% | +7.9% | +5.5% | +8.7% |
| 6M | +12.1% | +6.2% | +5.9% | +7.6% |
| YTD | +38.8% | +17.7% | +21.1% | +26.4% |
| 1Y | +46.0% | +32.9% | +13.1% | +24.7% |
| 3Y | +9.5% | +129.7% | -120.2% | -31.4% |
| 5Y | +125.3% | +89.3% | +35.9% | +52.3% |
| All | +67.3% | +99.2% | -31.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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