+13.8%
VRT vs DVN
+39.9%
-26.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.3% | -5.5% | -13.4% |
| 7D | -15.4% | -13.9% | -1.4% | -16.7% |
| 30D | -19.0% | -8.0% | -10.9% | -19.3% |
| 3M | -23.8% | +0.8% | -24.6% | -23.0% |
| 6M | -37.9% | -12.8% | -25.1% | -37.7% |
| YTD | +27.0% | +22.7% | +4.2% | +28.3% |
| 1Y | +13.8% | +39.0% | -25.2% | +17.5% |
| All | +13.8% | +39.9% | -26.1% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling