+21,346.7%
ADBE vs DVN
+1,184.0%
+20,162.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -6.6% | +8.0% | -14.6% | -8.1% |
| 3M | +7.1% | +11.9% | -4.8% | +4.5% |
| 6M | -9.8% | +10.6% | -20.4% | -12.1% |
| YTD | -27.2% | +35.4% | -62.6% | -32.0% |
| 1Y | -28.0% | +46.5% | -74.5% | -34.0% |
| 3Y | -54.5% | +3.0% | -57.5% | -56.2% |
| 5Y | -61.5% | +120.5% | -182.0% | -69.1% |
| 10Y | +156.4% | +62.5% | +94.0% | +88.3% |
| All | +21,346.7% | +1,184.0% | +20,162.7% | +13,009.7% |
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