+247.2%
AMAT vs DVN
+113.0%
+134.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | -14.8% | +14.2% | -29.0% | -17.8% |
| 3M | -9.3% | +5.2% | -14.5% | -11.0% |
| 6M | +27.4% | +11.9% | +15.5% | +21.1% |
| YTD | +77.6% | +32.8% | +44.7% | +59.2% |
| 1Y | +188.9% | +38.6% | +150.4% | +153.8% |
| 3Y | +202.3% | +0.5% | +201.8% | +185.5% |
| All | +247.2% | +113.0% | +134.2% | +154.9% |
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 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