+1,162.4%
VST vs DVN
+44.2%
+1,118.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.6% |
| 7D | -6.0% | -8.8% | +2.8% | -3.8% |
| 30D | -18.8% | -10.0% | -8.7% | -16.6% |
| 3M | -8.0% | -3.7% | -4.4% | -7.4% |
| 6M | -10.9% | -3.5% | -7.4% | -11.0% |
| YTD | -18.3% | +20.8% | -39.1% | -23.6% |
| 1Y | -29.9% | +31.2% | -61.2% | -36.1% |
| 3Y | +290.3% | +5.0% | +285.3% | +273.2% |
| 5Y | +635.3% | +29.9% | +605.4% | +545.1% |
| 10Y | +1,162.4% | +45.5% | +1,116.9% | +704.6% |
| All | +1,162.4% | +44.2% | +1,118.2% | +704.6% |
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