+383.4%
EFA vs DVN
+242.8%
+140.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.4% |
| 7D | -2.4% | +2.5% | -4.9% | -3.0% |
| 30D | -2.2% | +10.2% | -12.4% | -4.6% |
| 3M | +5.7% | +8.1% | -2.4% | +3.1% |
| 6M | +8.2% | +15.9% | -7.7% | +2.9% |
| YTD | +11.8% | +38.2% | -26.5% | +1.3% |
| 1Y | +18.3% | +44.5% | -26.2% | +5.6% |
| 3Y | +64.9% | +5.1% | +59.8% | +55.4% |
| 5Y | +52.4% | +124.3% | -71.9% | +10.8% |
| 10Y | +142.4% | +65.9% | +76.5% | +58.2% |
| All | +383.4% | +242.8% | +140.6% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling