+358.7%
ALAB vs DVN
+11.0%
+347.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.5% | -6.0% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | -8.8% | +10.2% | -19.0% | -12.0% |
| 3M | -14.0% | +8.1% | -22.1% | -16.9% |
| 6M | +144.3% | +15.9% | +128.4% | +123.7% |
| YTD | +71.0% | +38.2% | +32.8% | +41.2% |
| 1Y | +23.5% | +44.5% | -21.0% | -1.4% |
| All | +358.7% | +11.0% | +347.7% | +347.3% |
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 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