+213.1%
GLD vs DVN
+68.5%
+144.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.8% |
| 7D | -3.4% | +2.5% | -5.9% | -3.4% |
| 30D | -1.1% | +10.2% | -11.3% | -1.2% |
| 3M | +5.8% | +8.1% | -2.3% | +5.7% |
| 6M | -17.1% | +15.9% | -32.9% | -17.3% |
| YTD | 0.0% | +38.2% | -38.2% | -0.5% |
| 1Y | +18.2% | +44.5% | -26.3% | +17.5% |
| 3Y | +122.6% | +5.1% | +117.4% | +121.6% |
| 5Y | +137.1% | +124.3% | +12.8% | +136.6% |
| All | +213.1% | +68.5% | +144.6% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling