+118.0%
AXP vs DVN
+111.9%
+6.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -4.3% | +12.6% | -17.0% | -7.2% |
| 3M | +4.7% | +8.1% | -3.4% | +2.0% |
| 6M | +9.0% | +10.2% | -1.2% | +4.7% |
| YTD | -11.1% | +33.8% | -44.9% | -19.6% |
| 1Y | +1.3% | +43.9% | -42.6% | -10.8% |
| 3Y | +114.5% | +1.7% | +112.7% | +102.7% |
| 5Y | +118.0% | +119.6% | -1.6% | +52.3% |
| All | +118.0% | +111.9% | +6.1% | +52.3% |
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