+58.5%
AMAT vs DVN
+27.8%
+30.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.5% |
| 7D | -1.1% | -12.8% | +11.7% | -4.4% |
| 30D | -26.9% | -12.1% | -14.8% | -28.9% |
| 3M | -31.2% | -0.7% | -30.5% | -30.0% |
| 6M | -14.7% | -5.8% | -8.9% | -14.0% |
| YTD | +44.7% | +17.9% | +26.8% | +58.0% |
| All | +58.5% | +27.8% | +30.7% | +81.8% |
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