+379.9%
CSCO vs DVN
+69.2%
+310.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.3% |
| 7D | +2.7% | +4.5% | -1.8% | +1.9% |
| 30D | -9.5% | +12.0% | -21.5% | -11.3% |
| 3M | -7.6% | +13.4% | -21.0% | -9.9% |
| 6M | +44.9% | +12.1% | +32.8% | +41.3% |
| YTD | +47.7% | +38.8% | +8.9% | +38.4% |
| 1Y | +69.1% | +46.0% | +23.1% | +56.6% |
| 3Y | +113.5% | +9.5% | +104.0% | +104.7% |
| 5Y | +122.8% | +125.3% | -2.5% | +80.9% |
| All | +379.9% | +69.2% | +310.7% | +246.8% |
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