-37.5%
U vs DVN
+545.2%
-582.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +4.5% | -1.3% | +5.8% | +4.8% |
| 30D | -0.6% | +12.6% | -13.2% | -3.2% |
| 3M | +48.4% | +8.1% | +40.3% | +45.0% |
| 6M | +115.4% | +10.2% | +105.2% | +108.0% |
| YTD | -3.2% | +33.8% | -37.0% | -11.8% |
| 1Y | -6.0% | +43.9% | -49.9% | -16.5% |
| 3Y | +13.5% | +1.7% | +11.7% | +7.6% |
| 5Y | -68.0% | +119.6% | -187.6% | -70.8% |
| All | -37.5% | +545.2% | -582.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling