+54.2%
RSP vs DVN
+1.4%
+52.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | -1.5% | +12.6% | -14.1% | -3.5% |
| 3M | +4.8% | +8.1% | -3.3% | +3.2% |
| 6M | +10.3% | +10.2% | +0.1% | +7.3% |
| YTD | +14.1% | +33.8% | -19.7% | +5.9% |
| 1Y | +17.0% | +43.9% | -26.9% | +6.4% |
| 3Y | +54.2% | +1.7% | +52.4% | +44.6% |
| All | +54.2% | +1.4% | +52.8% | +44.6% |
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