+6,610.0%
AXP vs DVN
+1,159.9%
+5,450.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -6.5% | +14.2% | -20.7% | -10.0% |
| 3M | +4.6% | +5.2% | -0.6% | +2.3% |
| 6M | +5.4% | +11.9% | -6.5% | +0.6% |
| YTD | -11.1% | +32.8% | -43.9% | -19.5% |
| 1Y | -0.3% | +38.6% | -38.9% | -11.1% |
| 3Y | +111.6% | +0.5% | +111.0% | +102.4% |
| 5Y | +117.6% | +111.0% | +6.5% | +61.7% |
| 10Y | +474.1% | +56.1% | +418.0% | +285.8% |
| All | +6,610.0% | +1,159.9% | +5,450.1% | +3,312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling