+43.1%
COF vs DVN
+120.4%
-77.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -5.1% | +4.5% | -9.7% | -6.3% |
| 30D | -6.0% | +12.0% | -18.0% | -9.1% |
| 3M | +14.8% | +13.4% | +1.4% | +10.1% |
| 6M | +15.3% | +12.1% | +3.2% | +9.3% |
| YTD | -13.0% | +38.8% | -51.9% | -23.7% |
| 1Y | -5.7% | +46.0% | -51.7% | -19.2% |
| 3Y | +118.1% | +9.5% | +108.6% | +99.8% |
| All | +43.1% | +120.4% | -77.3% | -7.0% |
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