+257.6%
ALAB vs DVN
+4.1%
+253.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +16.3% | +10.4% | +6.0% | +12.7% |
| 30D | -26.1% | -6.7% | -19.4% | -24.5% |
| 3M | -31.3% | +5.6% | -36.9% | -33.1% |
| 6M | -1.0% | +0.7% | -1.7% | -3.1% |
| YTD | +33.3% | +29.6% | +3.8% | +11.9% |
| 1Y | +53.5% | +36.3% | +17.2% | +24.8% |
| All | +257.6% | +4.1% | +253.6% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling