+418.4%
CSX vs DVN
+60.4%
+358.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.3% |
| 7D | +3.1% | +7.8% | -4.7% | +1.4% |
| 30D | +9.7% | -7.9% | +17.6% | +11.4% |
| 3M | +4.9% | +3.7% | +1.2% | +3.6% |
| 6M | +18.4% | +0.2% | +18.2% | +17.2% |
| YTD | +45.9% | +28.6% | +17.3% | +35.5% |
| 1Y | +50.0% | +34.6% | +15.4% | +37.7% |
| 3Y | +78.0% | +11.8% | +66.2% | +66.9% |
| 5Y | +59.2% | +37.6% | +21.6% | +35.5% |
| All | +418.4% | +60.4% | +358.0% | +240.7% |
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