+1,416.2%
AMAT vs DVN
+56.0%
+1,360.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.5% | +5.1% |
| 7D | +7.0% | +1.9% | +5.1% | +6.5% |
| 30D | -20.6% | -8.2% | -12.4% | -18.8% |
| 3M | -24.8% | -0.3% | -24.4% | -25.0% |
| 6M | -10.7% | -2.5% | -8.2% | -11.3% |
| YTD | +54.3% | +25.0% | +29.2% | +40.9% |
| 1Y | +73.7% | +31.1% | +42.6% | +56.0% |
| 3Y | +168.4% | +8.7% | +159.7% | +149.6% |
| 5Y | +167.6% | +33.3% | +134.2% | +126.3% |
| All | +1,416.2% | +56.0% | +1,360.3% | +835.1% |
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 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