+56.8%
RGTI vs DVN
+120.4%
-63.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.5% | +4.5% | -4.1% | -0.8% |
| 30D | -17.1% | +12.0% | -29.1% | -19.9% |
| 3M | -26.0% | +13.4% | -39.4% | -29.3% |
| 6M | -9.9% | +12.1% | -22.0% | -15.3% |
| YTD | -31.1% | +38.8% | -69.9% | -40.4% |
| 1Y | -8.5% | +46.0% | -54.5% | -22.8% |
| 3Y | +652.2% | +9.5% | +642.7% | +585.2% |
| All | +56.8% | +120.4% | -63.6% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling