+136.4%
BAC vs DVN
+2.0%
+134.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -1.4% | +8.0% | -9.3% | -3.1% |
| 3M | +15.7% | +11.9% | +3.8% | +12.4% |
| 6M | +32.2% | +10.6% | +21.6% | +27.3% |
| YTD | +15.8% | +35.4% | -19.6% | +4.3% |
| 1Y | +27.3% | +46.5% | -19.2% | +11.1% |
| All | +136.4% | +2.0% | +134.5% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling