+16.7%
BABA vs DVN
+57.7%
-41.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -17.3% | +8.0% | -25.3% | -18.3% |
| 3M | -7.8% | +11.9% | -19.7% | -9.6% |
| 6M | -16.8% | +10.6% | -27.4% | -18.8% |
| YTD | -24.7% | +35.4% | -60.0% | -29.0% |
| 1Y | -24.9% | +46.5% | -71.4% | -30.2% |
| 3Y | +29.1% | +3.0% | +26.1% | +24.9% |
| 5Y | -30.5% | +120.5% | -151.0% | -40.5% |
| 10Y | +16.7% | +62.5% | -45.8% | -1.7% |
| All | +16.7% | +57.7% | -41.0% | -1.7% |
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