-46.7%
CMCSA vs DVN
+119.4%
-166.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.1% |
| 7D | -5.6% | +2.5% | -8.1% | -5.9% |
| 30D | -1.9% | +10.2% | -12.0% | -3.2% |
| 3M | +6.4% | +8.1% | -1.7% | +5.1% |
| 6M | -16.9% | +15.9% | -32.8% | -19.1% |
| YTD | -6.8% | +38.2% | -45.0% | -11.8% |
| 1Y | -15.9% | +44.5% | -60.4% | -21.1% |
| 3Y | -33.4% | +5.1% | -38.6% | -36.1% |
| 5Y | -46.7% | +124.3% | -171.0% | -55.3% |
| All | -46.7% | +119.4% | -166.1% | -55.3% |
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