+64.4%
VZ vs DVN
+57.7%
+6.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +5.8% | +8.0% | -2.2% | +5.2% |
| 3M | +10.5% | +11.9% | -1.4% | +9.6% |
| 6M | +1.8% | +10.6% | -8.9% | +0.9% |
| YTD | +28.3% | +35.4% | -7.1% | +25.5% |
| 1Y | +22.0% | +46.5% | -24.5% | +18.7% |
| 3Y | +81.8% | +3.0% | +78.9% | +79.6% |
| 5Y | +25.3% | +120.5% | -95.2% | +16.8% |
| 10Y | +64.4% | +62.5% | +1.9% | +44.8% |
| All | +64.4% | +57.7% | +6.7% | +44.8% |
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