+220,352.2%
CSCO vs DVN
+1,159.9%
+219,192.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -1.0% |
| 30D | -10.1% | +14.2% | -24.3% | -12.4% |
| 3M | -15.7% | +5.2% | -20.9% | -16.8% |
| 6M | +36.3% | +11.9% | +24.4% | +32.6% |
| YTD | +43.8% | +32.8% | +11.0% | +35.2% |
| 1Y | +63.9% | +38.6% | +25.4% | +52.4% |
| 3Y | +104.4% | +0.5% | +103.8% | +98.5% |
| 5Y | +111.4% | +111.0% | +0.3% | +71.1% |
| 10Y | +361.7% | +56.1% | +305.5% | +244.8% |
| All | +220,352.2% | +1,159.9% | +219,192.3% | +128,539.0% |
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