+84.5%
AAPL vs DVN
+4.2%
+80.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | +3.2% |
| 7D | -0.5% | +2.5% | -3.0% | -0.9% |
| 30D | +7.1% | +10.2% | -3.1% | +5.2% |
| 3M | +12.1% | +8.1% | +4.0% | +10.3% |
| 6M | +25.4% | +15.9% | +9.5% | +20.2% |
| YTD | +20.5% | +38.2% | -17.8% | +9.8% |
| 1Y | +44.5% | +44.5% | 0.0% | +29.6% |
| All | +84.5% | +4.2% | +80.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling