-11.8%
BA vs DVN
+7.3%
-19.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | 0.0% | -8.8% | +8.9% | +1.2% |
| 30D | -8.9% | -10.0% | +1.1% | -7.8% |
| 3M | -25.5% | -3.7% | -21.8% | -25.4% |
| 6M | -27.0% | -3.5% | -23.4% | -27.3% |
| YTD | -20.1% | +20.8% | -40.9% | -26.8% |
| 1Y | -11.0% | +31.2% | -42.2% | -20.9% |
| 3Y | -11.8% | +5.0% | -16.8% | -17.4% |
| All | -11.8% | +7.3% | -19.2% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling