-11.3%
ABT vs DVN
+120.4%
-131.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -5.9% | +4.5% | -10.4% | -6.1% |
| 30D | -8.1% | +12.0% | -20.0% | -8.6% |
| 3M | +14.5% | +13.4% | +1.1% | +13.8% |
| 6M | -6.3% | +12.1% | -18.4% | -7.0% |
| YTD | -17.1% | +38.8% | -55.9% | -18.9% |
| 1Y | -21.4% | +46.0% | -67.4% | -23.3% |
| 3Y | +5.9% | +9.5% | -3.6% | +4.2% |
| All | -11.3% | +120.4% | -131.7% | -11.2% |
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