+134.2%
ASML vs DVN
+11.3%
+122.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -2.8% |
| 7D | +10.4% | +7.8% | +2.5% | +9.3% |
| 30D | -12.7% | -7.9% | -4.8% | -11.9% |
| 3M | -17.2% | +3.7% | -20.9% | -17.8% |
| 6M | -1.3% | +0.2% | -1.5% | -1.8% |
| YTD | +40.8% | +28.6% | +12.2% | +28.8% |
| 1Y | +45.2% | +34.6% | +10.6% | +30.5% |
| All | +134.2% | +11.3% | +122.8% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling