+606.1%
COST vs DVN
+69.2%
+536.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -1.2% | +4.5% | -5.7% | -1.5% |
| 30D | -4.7% | +12.0% | -16.7% | -5.5% |
| 3M | -7.1% | +13.4% | -20.5% | -8.0% |
| 6M | -8.5% | +12.1% | -20.6% | -9.5% |
| YTD | +5.4% | +38.8% | -33.4% | +2.7% |
| 1Y | -5.6% | +46.0% | -51.7% | -8.5% |
| 3Y | +68.5% | +9.5% | +59.0% | +65.3% |
| 5Y | +105.2% | +125.3% | -20.0% | +91.1% |
| All | +606.1% | +69.2% | +536.8% | +544.9% |
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