+1,376.8%
BAC vs DVN
+1,159.9%
+216.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.6% |
| 30D | -0.4% | +14.2% | -14.6% | -4.6% |
| 3M | +16.9% | +5.2% | +11.7% | +14.2% |
| 6M | +26.6% | +11.9% | +14.7% | +20.2% |
| YTD | +15.8% | +32.8% | -17.0% | +3.7% |
| 1Y | +27.2% | +38.6% | -11.4% | +11.7% |
| 3Y | +132.4% | +0.5% | +131.9% | +120.9% |
| 5Y | +72.6% | +111.0% | -38.5% | +21.6% |
| 10Y | +389.7% | +56.1% | +333.6% | +214.6% |
| All | +1,376.8% | +1,159.9% | +216.9% | +702.4% |
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