+7,765.4%
AMD vs DVN
+61.6%
+7,703.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -8.9% |
| 7D | +18.9% | +10.4% | +8.6% | +16.4% |
| 30D | -6.4% | -6.7% | +0.3% | -5.0% |
| 3M | +10.6% | +5.6% | +5.0% | +8.9% |
| 6M | +19.9% | +0.7% | +19.2% | +18.4% |
| YTD | +149.4% | +29.6% | +119.8% | +128.4% |
| 1Y | +115.4% | +36.3% | +79.1% | +94.4% |
| 3Y | +357.3% | +13.2% | +344.1% | +324.2% |
| 5Y | +261.1% | +38.6% | +222.5% | +214.5% |
| All | +7,765.4% | +61.6% | +7,703.8% | +6,045.6% |
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