+121,072.4%
AAPL vs DVN
+1,184.0%
+119,888.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | +2.3% | +8.0% | -5.7% | +0.8% |
| 3M | +8.6% | +11.9% | -3.3% | +6.0% |
| 6M | +21.6% | +10.6% | +10.9% | +18.3% |
| YTD | +16.3% | +35.4% | -19.1% | +8.8% |
| 1Y | +35.1% | +46.5% | -11.4% | +24.1% |
| 3Y | +79.4% | +3.0% | +76.4% | +73.3% |
| 5Y | +109.8% | +120.5% | -10.7% | +71.0% |
| 10Y | +1,237.1% | +62.5% | +1,174.6% | +906.9% |
| All | +121,072.4% | +1,184.0% | +119,888.4% | +76,220.8% |
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