+18.6%
DVN vs VYM
+488.1%
-469.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | +4.5% | -0.8% | +5.3% | +5.7% |
| 30D | +12.0% | -2.2% | +14.2% | +15.5% |
| 3M | +13.4% | +3.1% | +10.3% | +8.1% |
| 6M | +12.1% | +9.7% | +2.4% | -3.3% |
| YTD | +38.8% | +14.9% | +23.9% | +12.0% |
| 1Y | +46.0% | +17.6% | +28.5% | +14.0% |
| 3Y | +9.5% | +65.3% | -55.8% | -46.8% |
| 5Y | +125.3% | +78.7% | +46.5% | +1.2% |
| 10Y | +66.6% | +208.2% | -141.6% | -58.0% |
| All | +18.6% | +488.1% | -469.5% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling