+123.1%
ASML vs DVN
+41.7%
+81.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.1% |
| 7D | +6.0% | -1.3% | +7.3% | +5.6% |
| 30D | +1.4% | +12.6% | -11.2% | +5.4% |
| 3M | +1.0% | +8.1% | -7.1% | +4.2% |
| 6M | +37.0% | +10.2% | +26.8% | +40.5% |
| YTD | +65.8% | +33.8% | +32.0% | +76.6% |
| 1Y | +123.1% | +43.9% | +79.2% | +140.8% |
| All | +123.1% | +41.7% | +81.4% | +140.8% |
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