+942.2%
VTI vs DVN
+209.9%
+732.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -1.9% | +10.2% | -12.1% | -4.3% |
| 3M | +4.5% | +8.1% | -3.6% | +2.1% |
| 6M | +12.6% | +15.9% | -3.3% | +7.4% |
| YTD | +12.0% | +38.2% | -26.2% | +2.0% |
| 1Y | +17.3% | +44.5% | -27.1% | +5.3% |
| 3Y | +75.3% | +5.1% | +70.2% | +66.2% |
| 5Y | +74.0% | +124.3% | -50.3% | +29.8% |
| 10Y | +300.0% | +65.9% | +234.1% | +169.9% |
| All | +942.2% | +209.9% | +732.3% | +402.3% |
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 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