+89.6%
AXP vs DVN
+21.1%
+68.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | +0.6% | -19.1% | +19.6% | +5.3% |
| 30D | +5.8% | -11.8% | +17.7% | +8.4% |
| 3M | -6.0% | -1.5% | -4.6% | -6.5% |
| 6M | +0.3% | -8.2% | +8.5% | +0.9% |
| YTD | -12.3% | +17.4% | -29.7% | -18.7% |
| 1Y | -11.2% | +33.5% | -44.7% | -21.0% |
| 3Y | +117.0% | -0.3% | +117.3% | +104.5% |
| All | +89.6% | +21.1% | +68.4% | +55.5% |
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