+2,397.0%
VRT vs DVN
+64.7%
+2,332.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.1% |
| 7D | -7.7% | +2.5% | -10.2% | -8.3% |
| 30D | -12.0% | +10.2% | -22.1% | -14.1% |
| 3M | -11.7% | +8.1% | -19.8% | -13.9% |
| 6M | -8.1% | +15.9% | -24.0% | -12.7% |
| YTD | +53.2% | +38.2% | +15.0% | +39.1% |
| 1Y | +81.7% | +44.5% | +37.2% | +62.1% |
| 3Y | +535.3% | +5.1% | +530.1% | +503.2% |
| 5Y | +916.4% | +124.3% | +792.1% | +691.8% |
| All | +2,397.0% | +64.7% | +2,332.2% | +1,179.3% |
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