+174.5%
CIEN vs DVN
+41.2%
+133.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.8% |
| 7D | -15.2% | +1.5% | -16.7% | -14.9% |
| 30D | -21.5% | +14.2% | -35.7% | -19.0% |
| 3M | -40.1% | +5.2% | -45.3% | -38.9% |
| 6M | -6.6% | +11.9% | -18.4% | -4.2% |
| YTD | +37.3% | +32.8% | +4.4% | +46.0% |
| 1Y | +174.5% | +38.6% | +136.0% | +189.3% |
| All | +174.5% | +41.2% | +133.4% | +189.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling