+161.0%
CIEN vs DVN
+380.5%
-219.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.5% |
| 30D | -12.8% | +8.0% | -20.8% | -14.9% |
| 3M | -23.1% | +11.9% | -35.0% | -26.3% |
| 6M | +6.1% | +10.6% | -4.5% | +1.1% |
| YTD | +44.5% | +35.4% | +9.2% | +28.5% |
| 1Y | +176.6% | +46.5% | +130.2% | +138.8% |
| 3Y | +601.0% | +3.0% | +598.0% | +559.4% |
| 5Y | +509.1% | +120.5% | +388.6% | +321.8% |
| 10Y | +1,460.5% | +62.5% | +1,398.0% | +846.7% |
| All | +161.0% | +380.5% | -219.5% | -3.7% |
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