+24.5%
ALAB vs DVN
+39.9%
-15.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -5.8% |
| 7D | -24.9% | -13.9% | -10.9% | -27.1% |
| 30D | -38.4% | -8.0% | -30.3% | -39.0% |
| 3M | -38.3% | +0.8% | -39.1% | -37.6% |
| 6M | +10.9% | -12.8% | +23.7% | +12.3% |
| YTD | +34.2% | +22.7% | +11.5% | +35.1% |
| 1Y | +24.5% | +39.0% | -14.5% | +6.2% |
| All | +24.5% | +39.9% | -15.3% | +6.2% |
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 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