+0.4%
BA vs DVN
+110.5%
-110.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | -11.6% | +14.2% | -25.8% | -14.3% |
| 3M | -2.4% | +5.2% | -7.6% | -4.1% |
| 6M | -6.6% | +11.9% | -18.5% | -10.7% |
| YTD | -2.2% | +32.8% | -35.1% | -11.1% |
| 1Y | -8.0% | +38.6% | -46.6% | -17.7% |
| 3Y | -5.0% | +0.5% | -5.5% | -9.9% |
| All | +0.4% | +110.5% | -110.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling