+164.3%
EWY vs DVN
+41.2%
+123.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.3% |
| 7D | +4.8% | +1.5% | +3.3% | +5.2% |
| 30D | +11.7% | +14.2% | -2.5% | +15.3% |
| 3M | -7.4% | +5.2% | -12.6% | -5.3% |
| 6M | +40.6% | +11.9% | +28.7% | +40.2% |
| YTD | +94.3% | +32.8% | +61.4% | +91.6% |
| 1Y | +164.3% | +38.6% | +125.7% | +159.2% |
| All | +164.3% | +41.2% | +123.1% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling