+151.4%
ADBE vs DVN
+69.2%
+82.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | -5.4% | +4.5% | -9.9% | -6.0% |
| 30D | -2.5% | +12.0% | -14.5% | -4.3% |
| 3M | +15.3% | +13.4% | +1.9% | +12.7% |
| 6M | -7.8% | +12.1% | -20.0% | -9.9% |
| YTD | -27.9% | +38.8% | -66.8% | -32.1% |
| 1Y | -28.0% | +46.0% | -74.1% | -32.9% |
| 3Y | -55.3% | +9.5% | -64.8% | -57.1% |
| 5Y | -61.7% | +125.3% | -187.0% | -67.6% |
| All | +151.4% | +69.2% | +82.2% | +91.1% |
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