+95.5%
AMD vs DVN
+39.9%
+55.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.4% | -1.1% |
| 7D | -15.5% | -13.9% | -1.6% | -19.0% |
| 30D | -22.6% | -8.0% | -14.6% | -24.0% |
| 3M | -5.7% | +0.8% | -6.6% | -4.0% |
| 6M | +43.1% | -12.8% | +55.9% | +39.8% |
| YTD | +128.2% | +22.7% | +105.5% | +123.0% |
| 1Y | +95.5% | +39.0% | +56.5% | +84.4% |
| All | +95.5% | +39.9% | +55.6% | +84.4% |
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