+6.1%
CMCSA vs DVN
+69.2%
-63.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.9% | +4.5% | -9.4% | -5.5% |
| 30D | -1.1% | +12.0% | -13.0% | -2.8% |
| 3M | +6.6% | +13.4% | -6.8% | +4.3% |
| 6M | -15.5% | +12.1% | -27.6% | -17.4% |
| YTD | -6.7% | +38.8% | -45.5% | -12.0% |
| 1Y | -15.6% | +46.0% | -61.6% | -21.2% |
| 3Y | -33.7% | +9.5% | -43.2% | -36.2% |
| 5Y | -46.6% | +125.3% | -171.9% | -55.6% |
| All | +6.1% | +69.2% | -63.1% | -23.1% |
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