+65.2%
ALAB vs DVN
+41.2%
+24.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.2% | +9.6% |
| 7D | +7.2% | +1.5% | +5.7% | +7.4% |
| 30D | -2.5% | +14.2% | -16.7% | -1.4% |
| 3M | -13.3% | +5.2% | -18.6% | -11.8% |
| 6M | +172.8% | +11.9% | +161.0% | +169.4% |
| YTD | +86.6% | +32.8% | +53.8% | +78.3% |
| 1Y | +65.2% | +38.6% | +26.6% | +51.3% |
| All | +65.2% | +41.2% | +24.0% | +51.3% |
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