-68.9%
U vs DVN
+119.4%
-188.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.7% |
| 7D | 0.0% | +2.5% | -2.5% | -0.7% |
| 30D | -4.1% | +10.2% | -14.3% | -6.8% |
| 3M | +57.8% | +8.1% | +49.7% | +53.4% |
| 6M | +103.5% | +15.9% | +87.7% | +91.3% |
| YTD | -4.8% | +38.2% | -43.0% | -16.9% |
| 1Y | -2.4% | +44.5% | -46.9% | -16.7% |
| 3Y | +11.7% | +5.1% | +6.5% | +3.4% |
| 5Y | -68.9% | +124.3% | -193.2% | -74.5% |
| All | -68.9% | +119.4% | -188.3% | -74.5% |
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