+7.4%
ABT vs DVN
+4.2%
+3.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | -5.0% | +2.5% | -7.5% | -5.0% |
| 30D | -5.8% | +10.2% | -16.0% | -6.0% |
| 3M | +16.7% | +8.1% | +8.6% | +16.6% |
| 6M | -5.2% | +15.9% | -21.1% | -5.7% |
| YTD | -16.0% | +38.2% | -54.2% | -17.0% |
| 1Y | -18.3% | +44.5% | -62.7% | -19.4% |
| All | +7.4% | +4.2% | +3.2% | +5.0% |
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 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