+36.8%
RKT vs DVN
+4.6%
+32.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -6.3% | +4.5% | -10.8% | -6.1% |
| 30D | -6.2% | +12.0% | -18.2% | -5.8% |
| 3M | -1.9% | +13.4% | -15.3% | -1.2% |
| 6M | -13.0% | +12.1% | -25.1% | -13.2% |
| YTD | -31.9% | +38.8% | -70.7% | -34.4% |
| 1Y | -37.6% | +46.0% | -83.6% | -40.4% |
| 3Y | +36.8% | +9.5% | +27.3% | +35.6% |
| All | +36.8% | +4.6% | +32.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling