-5.9%
ABT vs DVN
+39.9%
-45.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -7.3% | +12.9% | +4.9% |
| 7D | +12.5% | -13.9% | +26.5% | +11.3% |
| 30D | +16.1% | -8.0% | +24.1% | +15.2% |
| 3M | +10.2% | +0.8% | +9.4% | +9.7% |
| 6M | +33.7% | -12.8% | +46.5% | +32.7% |
| YTD | -5.5% | +22.7% | -28.2% | -6.8% |
| 1Y | -5.9% | +39.0% | -44.9% | -12.3% |
| All | -5.9% | +39.9% | -45.8% | -12.3% |
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