-45.7%
RDDT vs DVN
+39.9%
-85.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.3% | +13.3% | +3.3% |
| 7D | -24.4% | -13.9% | -10.4% | -27.8% |
| 30D | -32.3% | -8.0% | -24.2% | -33.9% |
| 3M | -36.3% | +0.8% | -37.1% | -35.8% |
| 6M | -39.7% | -12.8% | -27.0% | -39.9% |
| YTD | -55.7% | +22.7% | -78.4% | -57.1% |
| 1Y | -45.7% | +39.0% | -84.7% | -51.5% |
| All | -45.7% | +39.9% | -85.6% | -51.5% |
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