+97.5%
CSCO vs DVN
+12.2%
+85.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.4% |
| 7D | +1.9% | +10.4% | -8.4% | +0.1% |
| 30D | -15.8% | -6.7% | -9.1% | -14.9% |
| 3M | -15.4% | +5.6% | -21.0% | -16.5% |
| 6M | -5.4% | +0.7% | -6.1% | -6.0% |
| YTD | +26.5% | +29.6% | -3.1% | +18.8% |
| 1Y | +25.9% | +36.3% | -10.4% | +16.7% |
| 3Y | +97.5% | +13.2% | +84.4% | +87.1% |
| All | +97.5% | +12.2% | +85.4% | +87.1% |
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