+48.9%
CIEN vs DVN
+39.9%
+9.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -1.9% | -10.5% |
| 7D | -25.0% | -13.9% | -11.1% | -27.3% |
| 30D | -30.1% | -8.0% | -22.1% | -30.7% |
| 3M | -33.8% | +0.8% | -34.6% | -32.0% |
| 6M | -49.4% | -12.8% | -36.7% | -50.7% |
| YTD | +16.4% | +22.7% | -6.3% | +35.0% |
| 1Y | +48.9% | +39.0% | +9.9% | +76.5% |
| All | +48.9% | +39.9% | +9.0% | +76.5% |
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