-31.7%
AAL vs DVN
+114.8%
-146.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -13.7% | +8.0% | -21.7% | -15.0% |
| 3M | -8.2% | +11.9% | -20.1% | -10.7% |
| 6M | +13.1% | +10.6% | +2.5% | +8.5% |
| YTD | -15.6% | +35.4% | -51.0% | -23.8% |
| 1Y | +1.4% | +46.5% | -45.1% | -11.0% |
| 3Y | -7.4% | +3.0% | -10.4% | -13.9% |
| All | -31.7% | +114.8% | -146.5% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling