+15.7%
BABA vs DVN
+44.2%
-28.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | +2.4% | -8.8% | +11.2% | +3.6% |
| 30D | -7.8% | -10.0% | +2.3% | -6.6% |
| 3M | -22.4% | -3.7% | -18.7% | -22.3% |
| 6M | -26.0% | -3.5% | -22.5% | -26.2% |
| YTD | -29.3% | +20.8% | -50.0% | -32.5% |
| 1Y | -37.5% | +31.2% | -68.8% | -41.2% |
| 3Y | +31.9% | +5.0% | +26.9% | +26.9% |
| 5Y | -33.4% | +29.9% | -63.4% | -38.8% |
| 10Y | +15.7% | +45.5% | -29.7% | -1.0% |
| All | +15.7% | +44.2% | -28.5% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling