+55.2%
HYG vs DVN
+69.2%
-14.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | +4.5% | -5.2% | -1.0% |
| 30D | -0.7% | +12.0% | -12.7% | -1.5% |
| 3M | -0.2% | +13.4% | -13.6% | -1.1% |
| 6M | +1.4% | +12.1% | -10.7% | +0.4% |
| YTD | +1.5% | +38.8% | -37.4% | -1.2% |
| 1Y | +2.9% | +46.0% | -43.1% | -0.3% |
| 3Y | +25.6% | +9.5% | +16.1% | +23.3% |
| 5Y | +18.6% | +125.3% | -106.7% | +8.8% |
| All | +55.2% | +69.2% | -14.0% | +33.9% |
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 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