+60.7%
COP vs DVN
+39.9%
+20.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.3% | +2.2% | +0.2% |
| 7D | -8.1% | -13.9% | +5.8% | +2.5% |
| 30D | +6.7% | -8.0% | +14.7% | +13.3% |
| 3M | +16.9% | +0.8% | +16.1% | +16.1% |
| 6M | +11.2% | -12.8% | +23.9% | +21.9% |
| YTD | +49.5% | +22.7% | +26.8% | +27.4% |
| 1Y | +60.7% | +39.0% | +21.7% | +24.0% |
| All | +60.7% | +39.9% | +20.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling