+9,986.1%
CSX vs DVN
+1,018.7%
+8,967.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -2.2% | -12.8% | +10.6% | +0.9% |
| 30D | +6.8% | -12.1% | +19.0% | +9.8% |
| 3M | +0.7% | -0.7% | +1.4% | +0.3% |
| 6M | +13.3% | -5.8% | +19.0% | +13.7% |
| YTD | +40.5% | +17.9% | +22.6% | +32.9% |
| 1Y | +44.7% | +29.0% | +15.7% | +33.7% |
| 3Y | +74.5% | +6.0% | +68.5% | +65.3% |
| 5Y | +52.0% | +22.1% | +29.9% | +32.8% |
| 10Y | +412.6% | +40.5% | +372.1% | +266.0% |
| All | +9,986.1% | +1,018.7% | +8,967.3% | +5,793.9% |
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