+424.9%
AXP vs DVN
+52.8%
+372.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -1.2% |
| 7D | -2.9% | +1.9% | -4.7% | -3.4% |
| 30D | +3.7% | -8.2% | +11.9% | +5.8% |
| 3M | -4.9% | -0.3% | -4.6% | -5.6% |
| 6M | +4.1% | -2.5% | +6.6% | +3.0% |
| YTD | -11.7% | +25.0% | -36.7% | -20.3% |
| 1Y | -11.7% | +31.1% | -42.8% | -21.7% |
| 3Y | +116.5% | +8.7% | +107.8% | +99.3% |
| 5Y | +89.5% | +33.3% | +56.2% | +53.2% |
| 10Y | +424.9% | +55.3% | +369.6% | +167.6% |
| All | +424.9% | +52.8% | +372.1% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling