+28.2%
BABA vs DVN
-0.3%
+28.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -9.3% | +5.2% | -14.5% | -10.2% |
| 6M | -14.2% | +11.9% | -26.1% | -16.5% |
| YTD | -22.0% | +32.8% | -54.9% | -26.3% |
| 1Y | -12.7% | +38.6% | -51.3% | -18.2% |
| 3Y | +26.7% | +0.5% | +26.1% | +23.1% |
| 5Y | -29.3% | +111.0% | -140.4% | -39.5% |
| 10Y | +21.2% | +56.1% | -34.9% | -0.2% |
| All | +28.2% | -0.3% | +28.5% | +16.0% |
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