-61.4%
ADBE vs DVN
+119.5%
-180.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -12.9% | +2.5% | -15.4% | -13.3% |
| 30D | -5.6% | +10.2% | -15.8% | -7.3% |
| 3M | +6.6% | +8.1% | -1.5% | +4.9% |
| 6M | -9.6% | +15.9% | -25.4% | -12.4% |
| YTD | -28.9% | +38.2% | -67.1% | -33.5% |
| 1Y | -28.9% | +44.5% | -73.4% | -34.3% |
| 3Y | -55.6% | +5.1% | -60.7% | -57.4% |
| All | -61.4% | +119.5% | -180.9% | -63.2% |
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