+127.8%
AAPL vs DVN
+120.4%
+7.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +3.8% | +4.5% | -0.7% | +3.0% |
| 30D | +9.9% | +12.0% | -2.0% | +7.7% |
| 3M | +12.5% | +13.4% | -0.9% | +9.6% |
| 6M | +27.6% | +12.1% | +15.5% | +23.8% |
| YTD | +22.6% | +38.8% | -16.3% | +13.4% |
| 1Y | +45.0% | +46.0% | -1.1% | +32.2% |
| 3Y | +87.8% | +9.5% | +78.3% | +75.6% |
| All | +127.8% | +120.4% | +7.4% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling