-26.7%
RIOT vs DVN
+120.4%
-147.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -1.5% | +4.5% | -6.0% | -3.4% |
| 30D | +5.7% | +12.0% | -6.3% | +0.4% |
| 3M | -17.9% | +13.4% | -31.3% | -23.3% |
| 6M | +45.0% | +12.1% | +32.9% | +31.1% |
| YTD | +69.5% | +38.8% | +30.6% | +35.5% |
| 1Y | +37.2% | +46.0% | -8.8% | +5.8% |
| 3Y | +111.7% | +9.5% | +102.2% | +86.1% |
| All | -26.7% | +120.4% | -147.1% | -54.3% |
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