+1,102.1%
BAC vs DVN
+1,129.0%
-26.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.8% |
| 7D | +3.2% | +10.4% | -7.1% | +0.1% |
| 30D | -0.7% | -6.7% | +6.0% | +1.0% |
| 3M | -20.0% | +5.6% | -25.6% | -21.9% |
| 6M | +3.4% | +0.7% | +2.8% | +1.6% |
| YTD | -5.7% | +29.6% | -35.3% | -15.5% |
| 1Y | -1.4% | +36.3% | -37.8% | -13.2% |
| 3Y | +97.9% | +13.2% | +84.8% | +80.6% |
| 5Y | +22.9% | +38.6% | -15.7% | -1.0% |
| 10Y | +235.3% | +60.9% | +174.5% | +113.3% |
| All | +1,102.1% | +1,129.0% | -26.9% | +554.1% |
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