+1,500.5%
CIEN vs DVN
+69.2%
+1,431.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | +4.5% | +4.4% | +8.1% |
| 30D | -19.1% | +12.0% | -31.1% | -20.7% |
| 3M | -21.5% | +13.4% | -34.9% | -23.5% |
| 6M | +2.8% | +12.1% | -9.3% | -0.3% |
| YTD | +49.5% | +38.8% | +10.6% | +38.6% |
| 1Y | +163.8% | +46.0% | +117.8% | +141.4% |
| 3Y | +615.8% | +9.5% | +606.3% | +581.5% |
| 5Y | +548.4% | +125.3% | +423.1% | +430.3% |
| All | +1,500.5% | +69.2% | +1,431.2% | +1,094.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling