+9,772.3%
CSX vs DVN
+1,159.9%
+8,612.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -3.1% | +14.2% | -17.3% | -6.2% |
| 3M | +7.2% | +5.2% | +1.9% | +5.4% |
| 6M | +16.2% | +11.9% | +4.3% | +11.9% |
| YTD | +37.5% | +32.8% | +4.7% | +27.0% |
| 1Y | +53.2% | +38.6% | +14.6% | +39.4% |
| 3Y | +68.2% | +0.5% | +67.7% | +61.7% |
| 5Y | +65.2% | +111.0% | -45.8% | +26.4% |
| 10Y | +504.1% | +56.1% | +448.0% | +321.1% |
| All | +9,772.3% | +1,159.9% | +8,612.3% | +5,533.1% |
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 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