+86,005.4%
ASML vs DVN
+639.5%
+85,365.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.8% | +6.1% |
| 7D | -0.8% | -12.8% | +12.0% | +2.7% |
| 30D | -14.9% | -12.1% | -2.7% | -12.1% |
| 3M | -13.0% | -0.7% | -12.3% | -13.2% |
| 6M | -4.7% | -5.8% | +1.1% | -4.5% |
| YTD | +42.3% | +17.9% | +24.4% | +32.6% |
| 1Y | +49.7% | +29.0% | +20.7% | +35.8% |
| 3Y | +144.3% | +6.0% | +138.3% | +129.2% |
| 5Y | +86.4% | +22.1% | +64.2% | +62.3% |
| 10Y | +1,504.8% | +40.5% | +1,464.3% | +1,019.1% |
| All | +86,005.4% | +639.5% | +85,365.9% | +49,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling