-22.6%
ADBE vs DVN
+41.2%
-63.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.6% |
| 7D | -8.6% | +1.5% | -10.1% | -8.7% |
| 30D | +2.8% | +14.2% | -11.4% | +1.8% |
| 3M | +3.1% | +5.2% | -2.1% | +2.7% |
| 6M | -2.4% | +11.9% | -14.3% | -2.8% |
| YTD | -23.9% | +32.8% | -56.7% | -24.4% |
| 1Y | -22.6% | +38.6% | -61.2% | -24.0% |
| All | -22.6% | +41.2% | -63.8% | -24.0% |
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 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