+1,315.3%
AMAT vs DVN
+46.2%
+1,269.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.3% |
| 7D | -1.1% | -12.8% | +11.7% | +2.7% |
| 30D | -26.9% | -12.1% | -14.8% | -24.4% |
| 3M | -31.2% | -0.7% | -30.5% | -31.5% |
| 6M | -14.7% | -5.8% | -8.9% | -14.5% |
| YTD | +44.7% | +17.9% | +26.8% | +34.2% |
| 1Y | +62.0% | +29.0% | +32.9% | +45.8% |
| 3Y | +165.0% | +6.0% | +159.0% | +147.9% |
| 5Y | +147.1% | +22.1% | +125.0% | +114.0% |
| 10Y | +1,315.3% | +40.5% | +1,274.8% | +785.9% |
| All | +1,315.3% | +46.2% | +1,269.1% | +785.9% |
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