+75.5%
ASML vs DVN
+21.1%
+54.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.4% |
| 7D | -9.0% | -19.1% | +10.0% | -4.8% |
| 30D | -21.0% | -11.8% | -9.1% | -18.9% |
| 3M | -16.3% | -1.5% | -14.8% | -16.4% |
| 6M | -7.5% | -8.2% | +0.7% | -6.8% |
| YTD | +34.0% | +17.4% | +16.6% | +24.0% |
| 1Y | +39.3% | +33.5% | +5.8% | +23.4% |
| 3Y | +128.9% | -0.3% | +129.2% | +115.7% |
| All | +75.5% | +21.1% | +54.3% | +57.5% |
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