-31.3%
BABA vs DVN
+113.0%
-144.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -4.8% | +1.5% | -6.3% | -5.0% |
| 30D | -11.9% | +14.2% | -26.1% | -14.0% |
| 3M | -9.3% | +5.2% | -14.5% | -10.4% |
| 6M | -14.2% | +11.9% | -26.1% | -17.1% |
| YTD | -22.0% | +32.8% | -54.9% | -27.6% |
| 1Y | -12.7% | +38.6% | -51.3% | -19.9% |
| 3Y | +26.7% | +0.5% | +26.1% | +21.5% |
| All | -31.3% | +113.0% | -144.3% | -41.5% |
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