+212.8%
RDDT vs DVN
+10.2%
+202.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | +2.1% | +4.5% | -2.4% | +1.3% |
| 30D | +2.8% | +12.0% | -9.2% | +0.3% |
| 3M | -8.9% | +13.4% | -22.3% | -12.0% |
| 6M | +15.1% | +12.1% | +3.0% | +9.5% |
| YTD | -31.4% | +38.8% | -70.2% | -40.9% |
| 1Y | -39.4% | +46.0% | -85.5% | -49.3% |
| All | +212.8% | +10.2% | +202.6% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling