-24.1%
VST vs DVN
+35.1%
-59.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +1.1% |
| 7D | +19.2% | +7.8% | +11.3% | +20.1% |
| 30D | -17.2% | -7.9% | -9.2% | -18.2% |
| 3M | -8.1% | +3.7% | -11.9% | -6.6% |
| 6M | -8.1% | +0.2% | -8.3% | -7.4% |
| YTD | -16.3% | +28.6% | -44.9% | -7.5% |
| 1Y | -24.1% | +34.6% | -58.7% | -13.9% |
| All | -24.1% | +35.1% | -59.2% | -13.9% |
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