+14.9%
BABA vs DVN
-6.2%
+21.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -3.6% | +1.9% | -5.5% | -3.9% |
| 30D | -8.4% | -8.2% | -0.2% | -7.4% |
| 3M | -20.6% | -0.3% | -20.2% | -20.9% |
| 6M | -25.4% | -2.5% | -22.9% | -25.7% |
| YTD | -30.1% | +25.0% | -55.1% | -33.6% |
| 1Y | -36.3% | +31.1% | -67.4% | -39.9% |
| 3Y | +30.4% | +8.7% | +21.7% | +24.8% |
| 5Y | -35.7% | +33.3% | -69.0% | -41.3% |
| 10Y | +16.0% | +55.3% | -39.2% | -4.7% |
| All | +14.9% | -6.2% | +21.1% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling