-73.6%
RGTI vs DVN
+35.3%
-108.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -2.8% | -9.3% | -13.1% |
| 7D | -18.3% | -16.2% | -2.1% | -23.2% |
| 30D | -35.1% | -10.7% | -24.4% | -37.3% |
| 3M | -41.3% | +2.5% | -43.8% | -39.8% |
| 6M | -46.1% | -14.8% | -31.3% | -48.1% |
| YTD | -55.5% | +19.3% | -74.8% | -57.3% |
| 1Y | -73.6% | +36.0% | -109.6% | -75.4% |
| All | -73.6% | +35.3% | -108.9% | -75.4% |
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