-22.7%
BABA vs DVN
+43.0%
-65.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.2% | -1.3% | +1.2% | -0.2% |
| 30D | -12.3% | +12.6% | -24.9% | -12.0% |
| 3M | -5.3% | +8.1% | -13.4% | -5.1% |
| 6M | -13.1% | +10.2% | -23.2% | -15.2% |
| YTD | -22.4% | +33.8% | -56.2% | -28.7% |
| All | -22.7% | +43.0% | -65.7% | -29.2% |
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