+67.7%
V vs DVN
+124.0%
-56.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +1.9% | +8.0% | -6.1% | +0.7% |
| 3M | +13.2% | +11.9% | +1.3% | +11.2% |
| 6M | +16.7% | +10.6% | +6.1% | +14.4% |
| YTD | +5.4% | +35.4% | -30.0% | 0.0% |
| 1Y | +7.7% | +46.5% | -38.8% | +0.5% |
| 3Y | +52.0% | +3.0% | +49.0% | +47.3% |
| 5Y | +67.7% | +120.5% | -52.8% | +40.7% |
| All | +67.7% | +124.0% | -56.2% | +40.7% |
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