+6,467.5%
ABT vs DVN
+1,168.8%
+5,298.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -2.1% | +12.6% | -14.7% | -3.3% |
| 3M | +17.4% | +8.1% | +9.3% | +16.3% |
| 6M | -2.4% | +10.2% | -12.6% | -3.8% |
| YTD | -14.2% | +33.8% | -48.0% | -17.2% |
| 1Y | -18.3% | +43.9% | -62.2% | -21.9% |
| 3Y | +11.5% | +1.7% | +9.8% | +9.2% |
| 5Y | -9.9% | +119.6% | -129.5% | -20.6% |
| 10Y | +204.4% | +53.7% | +150.6% | +155.2% |
| All | +6,467.5% | +1,168.8% | +5,298.7% | +4,071.2% |
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 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