+197.1%
ABT vs DVN
+69.2%
+127.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -5.9% | +4.5% | -10.4% | -6.2% |
| 30D | -8.1% | +12.0% | -20.0% | -8.9% |
| 3M | +14.5% | +13.4% | +1.1% | +13.3% |
| 6M | -6.3% | +12.1% | -18.4% | -7.4% |
| YTD | -17.1% | +38.8% | -55.9% | -19.5% |
| 1Y | -21.4% | +46.0% | -67.4% | -24.0% |
| 3Y | +5.9% | +9.5% | -3.6% | +3.7% |
| 5Y | -12.8% | +125.3% | -138.0% | -20.9% |
| All | +197.1% | +69.2% | +127.9% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling