-11.7%
AXP vs DVN
+35.1%
-46.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | +0.5% |
| 7D | -2.9% | +1.9% | -4.7% | -2.6% |
| 30D | +3.7% | -8.2% | +11.9% | +2.3% |
| 3M | -4.9% | -0.3% | -4.6% | -4.7% |
| 6M | +4.1% | -2.5% | +6.6% | +4.8% |
| YTD | -11.7% | +25.0% | -36.7% | -13.1% |
| 1Y | -11.7% | +31.1% | -42.8% | -15.1% |
| All | -11.7% | +35.1% | -46.9% | -15.1% |
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