-30.1%
BABA vs DVN
+21.8%
-51.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | +3.8% | -12.8% | +16.6% | +6.1% |
| 30D | -5.4% | -12.1% | +6.8% | -3.6% |
| 3M | -17.9% | -0.7% | -17.2% | -18.4% |
| 6M | -24.1% | -5.8% | -18.3% | -24.1% |
| YTD | -27.4% | +17.9% | -45.4% | -31.8% |
| 1Y | -36.1% | +29.0% | -65.1% | -41.2% |
| 3Y | +35.4% | +6.0% | +29.4% | +27.1% |
| 5Y | -30.1% | +22.1% | -52.2% | -35.5% |
| All | -30.1% | +21.8% | -51.9% | -35.5% |
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