+211.0%
RSP vs DVN
+61.6%
+149.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.4% | +10.4% | -8.0% | +0.3% |
| 30D | +4.3% | -6.7% | +11.0% | +5.5% |
| 3M | -0.3% | +5.6% | -5.9% | -1.9% |
| 6M | +9.8% | +0.7% | +9.2% | +8.6% |
| YTD | +16.8% | +29.6% | -12.7% | +8.7% |
| 1Y | +19.5% | +36.3% | -16.8% | +9.8% |
| 3Y | +65.1% | +13.2% | +52.0% | +54.9% |
| 5Y | +48.7% | +38.6% | +10.1% | +28.5% |
| All | +211.0% | +61.6% | +149.3% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling