-6.7%
AXP vs DVN
+39.9%
-46.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +1.0% |
| 7D | +4.6% | -13.9% | +18.6% | +2.2% |
| 30D | +9.7% | -8.0% | +17.8% | +8.3% |
| 3M | -3.8% | +0.8% | -4.6% | -3.3% |
| 6M | +4.8% | -12.8% | +17.6% | +4.5% |
| YTD | -9.1% | +22.7% | -31.8% | -11.0% |
| 1Y | -6.7% | +39.0% | -45.7% | -10.9% |
| All | -6.7% | +39.9% | -46.6% | -10.9% |
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 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