+2,926.4%
V vs DVN
-25.0%
+2,951.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | +2.0% | +14.2% | -12.2% | -1.1% |
| 3M | +17.4% | +5.2% | +12.1% | +15.4% |
| 6M | +17.5% | +11.9% | +5.6% | +13.5% |
| YTD | +7.6% | +32.8% | -25.2% | -0.4% |
| 1Y | +7.7% | +38.6% | -30.9% | -1.7% |
| 3Y | +54.7% | +0.5% | +54.1% | +48.3% |
| 5Y | +73.0% | +111.0% | -38.0% | +32.2% |
| 10Y | +390.9% | +56.1% | +334.7% | +236.8% |
| All | +2,926.4% | -25.0% | +2,951.4% | +2,100.4% |
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