+45.0%
AAPL vs DVN
+47.2%
-2.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | +3.8% | +4.5% | -0.7% | +4.1% |
| 30D | +9.9% | +12.0% | -2.0% | +10.7% |
| 3M | +12.5% | +13.4% | -0.9% | +13.6% |
| 6M | +27.6% | +12.1% | +15.5% | +27.8% |
| YTD | +22.6% | +38.8% | -16.3% | +21.0% |
| 1Y | +45.0% | +46.0% | -1.1% | +42.6% |
| All | +45.0% | +47.2% | -2.3% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling