-34.9%
VST vs DVN
+39.9%
-74.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.3% | -6.5% | -14.6% |
| 7D | -15.7% | -13.9% | -1.8% | -17.6% |
| 30D | -17.0% | -8.0% | -8.9% | -17.6% |
| 3M | -15.9% | +0.8% | -16.7% | -14.6% |
| 6M | -25.0% | -12.8% | -12.2% | -26.4% |
| YTD | -25.1% | +22.7% | -47.8% | -18.0% |
| 1Y | -34.9% | +39.0% | -73.9% | -28.3% |
| All | -34.9% | +39.9% | -74.7% | -28.3% |
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 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