+4,803.1%
CVX vs DVN
+1,184.0%
+3,619.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +10.7% | +8.0% | +2.7% | +7.4% |
| 3M | +15.5% | +11.9% | +3.6% | +10.5% |
| 6M | +14.9% | +10.6% | +4.3% | +10.2% |
| YTD | +44.2% | +35.4% | +8.8% | +27.7% |
| 1Y | +43.5% | +46.5% | -2.9% | +22.8% |
| 3Y | +45.0% | +3.0% | +42.0% | +39.6% |
| 5Y | +172.2% | +120.5% | +51.6% | +89.5% |
| 10Y | +221.9% | +62.5% | +159.4% | +106.4% |
| All | +4,803.1% | +1,184.0% | +3,619.1% | +2,125.3% |
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