-8.0%
BA vs DVN
+41.2%
-49.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.5% |
| 7D | +1.2% | +1.5% | -0.3% | +1.5% |
| 30D | -11.6% | +14.2% | -25.8% | -9.1% |
| 3M | -2.4% | +5.2% | -7.6% | -0.6% |
| 6M | -6.6% | +11.9% | -18.5% | -6.4% |
| YTD | -2.2% | +32.8% | -35.1% | -4.0% |
| 1Y | -8.0% | +38.6% | -46.6% | -11.1% |
| All | -8.0% | +41.2% | -49.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling