+520.6%
CIEN vs DVN
+119.4%
+401.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | +5.4% | +2.5% | +2.9% | +4.9% |
| 30D | -13.7% | +10.2% | -23.8% | -15.2% |
| 3M | -23.0% | +8.1% | -31.1% | -24.3% |
| 6M | -0.8% | +15.9% | -16.7% | -4.7% |
| YTD | +43.1% | +38.2% | +4.8% | +31.6% |
| 1Y | +157.6% | +44.5% | +113.2% | +133.6% |
| 3Y | +593.8% | +5.1% | +588.7% | +554.7% |
| 5Y | +520.6% | +124.3% | +396.3% | +439.6% |
| All | +520.6% | +119.4% | +401.2% | +439.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling