-9.7%
RKT vs DVN
+119.4%
-129.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -7.2% | +2.5% | -9.8% | -7.5% |
| 30D | -7.9% | +10.2% | -18.1% | -9.0% |
| 3M | +5.2% | +8.1% | -2.9% | +3.9% |
| 6M | -14.9% | +15.9% | -30.8% | -17.8% |
| YTD | -31.9% | +38.2% | -70.1% | -36.7% |
| 1Y | -36.9% | +44.5% | -81.4% | -42.0% |
| 3Y | +35.7% | +5.1% | +30.6% | +31.3% |
| 5Y | -9.7% | +124.3% | -134.0% | -23.5% |
| All | -9.7% | +119.4% | -129.1% | -23.5% |
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