-29.0%
AAL vs DVN
+17.5%
-46.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -19.0% | +12.6% | -31.6% | -22.4% |
| 3M | -5.1% | +8.1% | -13.2% | -8.9% |
| 6M | +15.5% | +10.2% | +5.3% | +8.2% |
| YTD | -15.8% | +33.8% | -49.6% | -26.8% |
| 1Y | -0.3% | +43.9% | -44.2% | -16.1% |
| 3Y | -7.7% | +1.7% | -9.4% | -14.6% |
| 5Y | -32.5% | +119.6% | -152.1% | -55.8% |
| 10Y | -66.0% | +53.7% | -119.7% | -79.7% |
| All | -29.0% | +17.5% | -46.5% | -61.4% |
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