+629.3%
ON vs DVN
+69.2%
+560.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.3% |
| 7D | +2.4% | +4.5% | -2.1% | +0.6% |
| 30D | -8.6% | +12.0% | -20.6% | -12.7% |
| 3M | -34.3% | +13.4% | -47.7% | -38.1% |
| 6M | +28.5% | +12.1% | +16.4% | +19.9% |
| YTD | +40.6% | +38.8% | +1.8% | +19.7% |
| 1Y | +55.3% | +46.0% | +9.3% | +28.8% |
| 3Y | -22.2% | +9.5% | -31.7% | -28.8% |
| 5Y | +62.4% | +125.3% | -62.9% | +5.8% |
| All | +629.3% | +69.2% | +560.1% | +244.1% |
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