+953.6%
VRT vs DVN
+124.0%
+829.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.2% | -10.8% | -9.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -2.7% | +8.0% | -10.6% | -4.7% |
| 3M | -9.2% | +11.9% | -21.1% | -12.6% |
| 6M | -0.5% | +10.6% | -11.1% | -4.9% |
| YTD | +62.3% | +35.4% | +27.0% | +45.9% |
| 1Y | +109.6% | +46.5% | +63.1% | +82.6% |
| 3Y | +573.1% | +3.0% | +570.1% | +528.3% |
| 5Y | +953.6% | +120.5% | +833.1% | +849.3% |
| All | +953.6% | +124.0% | +829.7% | +849.3% |
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 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