+1,934.0%
VRT vs DVN
+54.4%
+1,879.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +10.5% | +10.4% | +0.2% | +8.0% |
| 30D | -9.3% | -6.7% | -2.6% | -7.7% |
| 3M | -29.6% | +5.6% | -35.2% | -30.7% |
| 6M | -45.4% | +0.7% | -46.0% | -46.0% |
| YTD | +24.8% | +29.6% | -4.8% | +14.9% |
| 1Y | +23.6% | +36.3% | -12.7% | +12.2% |
| 3Y | +379.7% | +13.2% | +366.5% | +348.9% |
| 5Y | +660.3% | +38.6% | +621.7% | +562.4% |
| All | +1,934.0% | +54.4% | +1,879.6% | +957.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling