+54.2%
RGTI vs DVN
+206.2%
-151.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.5% | +4.5% | -4.1% | -0.7% |
| 30D | -17.1% | +12.0% | -29.1% | -19.6% |
| 3M | -26.0% | +13.4% | -39.4% | -28.9% |
| 6M | -9.9% | +12.1% | -22.0% | -14.6% |
| YTD | -31.1% | +38.8% | -69.9% | -39.3% |
| 1Y | -8.5% | +46.0% | -54.5% | -21.1% |
| 3Y | +652.2% | +9.5% | +642.7% | +592.0% |
| 5Y | +56.8% | +125.3% | -68.5% | +49.6% |
| All | +54.2% | +206.2% | -151.9% | +47.7% |
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