+39.0%
DVN vs VYM
+21.8%
+17.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.6% | -7.2% |
| 7D | -13.9% | +1.2% | -15.1% | -13.8% |
| 30D | -8.0% | +5.2% | -13.3% | -7.9% |
| 3M | +0.8% | +0.5% | +0.3% | +0.9% |
| 6M | -12.8% | +7.7% | -20.5% | -13.6% |
| YTD | +22.7% | +17.2% | +5.5% | +15.6% |
| 1Y | +39.0% | +21.7% | +17.3% | +27.3% |
| All | +39.0% | +21.8% | +17.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling