+140.0%
GLD vs DVN
+124.0%
+16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.2% | +8.0% | -7.8% | -0.1% |
| 3M | +3.2% | +11.9% | -8.7% | +2.7% |
| 6M | -14.6% | +10.6% | -25.3% | -15.2% |
| YTD | +1.8% | +35.4% | -33.6% | 0.0% |
| 1Y | +20.7% | +46.5% | -25.7% | +18.0% |
| 3Y | +126.5% | +3.0% | +123.5% | +124.3% |
| 5Y | +140.0% | +120.5% | +19.5% | +144.9% |
| All | +140.0% | +124.0% | +16.1% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling