+4,518.6%
COP vs DVN
+1,168.8%
+3,349.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | +15.6% | +12.6% | +3.0% | +8.7% |
| 3M | +14.3% | +8.1% | +6.2% | +9.9% |
| 6M | +17.0% | +10.2% | +6.8% | +11.2% |
| YTD | +47.4% | +33.8% | +13.7% | +26.9% |
| 1Y | +52.4% | +43.9% | +8.5% | +26.3% |
| 3Y | +20.8% | +1.7% | +19.1% | +18.6% |
| 5Y | +191.7% | +119.6% | +72.1% | +92.5% |
| 10Y | +325.1% | +53.7% | +271.3% | +183.6% |
| All | +4,518.6% | +1,168.8% | +3,349.8% | +1,860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling