+1,216.9%
VST vs DVN
+56.7%
+1,160.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +8.9% | +1.5% | +7.4% | +8.5% |
| 30D | +6.2% | +14.2% | -8.0% | +2.8% |
| 3M | -2.7% | +5.2% | -8.0% | -4.4% |
| 6M | -8.4% | +11.9% | -20.2% | -11.9% |
| YTD | -7.2% | +32.8% | -40.0% | -14.9% |
| 1Y | -20.9% | +38.6% | -59.5% | -28.6% |
| 3Y | +384.0% | +0.5% | +383.5% | +366.5% |
| 5Y | +757.1% | +111.0% | +646.0% | +573.2% |
| All | +1,216.9% | +56.7% | +1,160.2% | +687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling