+192.5%
COP vs DVN
+114.8%
+77.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | +11.7% | +8.0% | +3.7% | +6.0% |
| 3M | +17.7% | +11.9% | +5.7% | +8.9% |
| 6M | +18.3% | +10.6% | +7.7% | +10.0% |
| YTD | +49.1% | +35.4% | +13.7% | +20.7% |
| 1Y | +53.3% | +46.5% | +6.8% | +17.5% |
| 3Y | +22.2% | +3.0% | +19.2% | +15.9% |
| All | +192.5% | +114.8% | +77.7% | +83.2% |
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