+64.8%
EFA vs DVN
+4.6%
+60.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.5% | +4.5% | -6.0% | -1.9% |
| 30D | -1.7% | +12.0% | -13.6% | -2.6% |
| 3M | +3.5% | +13.4% | -9.9% | +2.3% |
| 6M | +9.5% | +12.1% | -2.6% | +7.5% |
| YTD | +12.9% | +38.8% | -26.0% | +7.0% |
| 1Y | +18.2% | +46.0% | -27.8% | +10.8% |
| 3Y | +64.8% | +9.5% | +55.3% | +56.6% |
| All | +64.8% | +4.6% | +60.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 3y: compounded portfolio wealth divided by compounded DVN 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…
3y analysis · Full analysis span regression · 6 months rolling