+108.4%
CSCO vs DVN
+2.0%
+106.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.7% | +8.0% | -18.7% | -12.0% |
| 3M | -8.7% | +11.9% | -20.7% | -11.0% |
| 6M | +44.9% | +10.6% | +34.3% | +41.3% |
| YTD | +44.1% | +35.4% | +8.8% | +34.6% |
| 1Y | +65.9% | +46.5% | +19.4% | +51.6% |
| All | +108.4% | +2.0% | +106.4% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling