+384.5%
ALAB vs DVN
+8.7%
+375.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | -5.3% | +8.0% | -13.2% | -7.9% |
| 3M | -12.0% | +11.9% | -24.0% | -16.6% |
| 6M | +145.7% | +10.6% | +135.1% | +129.7% |
| YTD | +80.7% | +35.4% | +45.3% | +50.2% |
| 1Y | +40.1% | +46.5% | -6.3% | +10.4% |
| All | +384.5% | +8.7% | +375.8% | +376.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling