+795.1%
BKNG vs DVN
+516.1%
+279.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -10.7% | +2.5% | -13.2% | -11.2% |
| 30D | -18.1% | +10.2% | -28.3% | -20.1% |
| 3M | +8.5% | +8.1% | +0.4% | +5.8% |
| 6M | -0.1% | +15.9% | -15.9% | -5.1% |
| YTD | -18.2% | +38.2% | -56.5% | -25.9% |
| 1Y | -19.9% | +44.5% | -64.3% | -28.4% |
| 3Y | +41.6% | +5.1% | +36.5% | +33.3% |
| 5Y | +93.1% | +124.3% | -31.2% | +44.7% |
| 10Y | +214.8% | +65.9% | +148.9% | +114.4% |
| All | +795.1% | +516.1% | +279.0% | +712.0% |
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