+957.8%
AAOI vs DVN
+27.7%
+930.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -0.2% | +4.5% | -4.7% | -1.7% |
| 30D | -23.7% | +12.0% | -35.7% | -26.5% |
| 3M | -39.0% | +13.4% | -52.4% | -42.1% |
| 6M | -17.0% | +12.1% | -29.2% | -21.1% |
| YTD | +202.2% | +38.8% | +163.4% | +167.0% |
| 1Y | +292.4% | +46.0% | +246.4% | +239.9% |
| 3Y | +804.4% | +9.5% | +794.9% | +766.9% |
| 5Y | +1,318.0% | +125.3% | +1,192.8% | +940.8% |
| 10Y | +436.7% | +66.6% | +370.1% | +246.1% |
| All | +957.8% | +27.7% | +930.1% | +617.9% |
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