+6,592.6%
AXP vs DVN
+1,018.7%
+5,573.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | -1.1% | -12.8% | +11.7% | +2.5% |
| 30D | +5.2% | -12.1% | +17.4% | +8.5% |
| 3M | -4.6% | -0.7% | -3.9% | -5.1% |
| 6M | +3.2% | -5.8% | +9.0% | +3.2% |
| YTD | -11.3% | +17.9% | -29.3% | -17.5% |
| 1Y | -11.0% | +29.0% | -40.0% | -19.4% |
| 3Y | +120.2% | +6.0% | +114.2% | +106.9% |
| 5Y | +91.7% | +22.1% | +69.6% | +65.2% |
| 10Y | +440.3% | +40.5% | +399.8% | +273.0% |
| All | +6,592.6% | +1,018.7% | +5,573.8% | +3,394.8% |
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