+108.6%
ASML vs DVN
+113.0%
-4.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +1.1% | +1.5% | -0.4% | +0.8% |
| 30D | +2.2% | +14.2% | -12.0% | -0.8% |
| 3M | -2.3% | +5.2% | -7.5% | -3.8% |
| 6M | +23.0% | +11.9% | +11.1% | +17.7% |
| YTD | +61.1% | +32.8% | +28.2% | +46.5% |
| 1Y | +129.1% | +38.6% | +90.5% | +104.5% |
| 3Y | +165.4% | +0.5% | +164.8% | +152.5% |
| All | +108.6% | +113.0% | -4.4% | +85.8% |
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 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