-27.6%
AAL vs DVN
+13.8%
-41.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.3% |
| 7D | -0.1% | +10.4% | -10.4% | -3.3% |
| 30D | +11.7% | -6.7% | +18.4% | +13.3% |
| 3M | -12.5% | +5.6% | -18.2% | -15.3% |
| 6M | +3.6% | +0.7% | +2.9% | +0.1% |
| YTD | -14.1% | +29.6% | -43.7% | -25.4% |
| 1Y | +0.8% | +36.3% | -35.6% | -14.3% |
| 3Y | +11.8% | +13.2% | -1.4% | -0.9% |
| 5Y | -35.1% | +38.6% | -73.7% | -50.2% |
| 10Y | -68.3% | +60.9% | -129.1% | -81.4% |
| All | -27.6% | +13.8% | -41.4% | -60.7% |
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