+6,524.1%
AXP vs DVN
+1,013.7%
+5,510.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.8% |
| 7D | +0.6% | -19.1% | +19.6% | +6.2% |
| 30D | +5.8% | -11.8% | +17.7% | +9.0% |
| 3M | -6.0% | -1.5% | -4.6% | -6.4% |
| 6M | +0.3% | -8.2% | +8.5% | +1.0% |
| YTD | -12.3% | +17.4% | -29.7% | -18.3% |
| 1Y | -11.2% | +33.5% | -44.7% | -20.4% |
| 3Y | +117.0% | -0.3% | +117.3% | +107.4% |
| 5Y | +93.2% | +22.7% | +70.5% | +66.2% |
| 10Y | +461.2% | +51.8% | +409.4% | +280.0% |
| All | +6,524.1% | +1,013.7% | +5,510.3% | +3,363.2% |
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