+338.5%
COP vs DVN
+69.2%
+269.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +2.3% | +4.5% | -2.2% | -0.5% |
| 30D | +8.6% | +12.0% | -3.4% | +1.1% |
| 3M | +19.9% | +13.4% | +6.5% | +10.8% |
| 6M | +19.0% | +12.1% | +6.9% | +10.5% |
| YTD | +50.0% | +38.8% | +11.1% | +21.6% |
| 1Y | +50.5% | +46.0% | +4.5% | +18.1% |
| 3Y | +25.2% | +9.5% | +15.7% | +15.6% |
| 5Y | +194.3% | +125.3% | +69.0% | +69.6% |
| All | +338.5% | +69.2% | +269.3% | +129.8% |
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