+188.9%
AMAT vs DVN
+41.2%
+147.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +3.9% |
| 7D | -1.5% | +1.5% | -3.0% | -1.1% |
| 30D | -14.8% | +14.2% | -29.0% | -11.7% |
| 3M | -9.3% | +5.2% | -14.5% | -7.2% |
| 6M | +27.4% | +11.9% | +15.5% | +30.4% |
| YTD | +77.6% | +32.8% | +44.7% | +87.1% |
| 1Y | +188.9% | +38.6% | +150.4% | +203.2% |
| All | +188.9% | +41.2% | +147.8% | +203.2% |
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