+51.2%
RSP vs DVN
+120.4%
-69.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.9% | +4.5% | -6.4% | -2.7% |
| 30D | -2.8% | +12.0% | -14.8% | -4.8% |
| 3M | +2.8% | +13.4% | -10.6% | +0.2% |
| 6M | +10.2% | +12.1% | -1.9% | +6.9% |
| YTD | +13.1% | +38.8% | -25.7% | +4.8% |
| 1Y | +14.8% | +46.0% | -31.3% | +4.9% |
| 3Y | +52.6% | +9.5% | +43.1% | +44.5% |
| All | +51.2% | +120.4% | -69.2% | +24.6% |
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 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