+489.1%
DDOG vs DVN
+161.9%
+327.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.9% | +4.5% | -0.6% | +3.2% |
| 30D | -8.2% | +12.0% | -20.1% | -9.8% |
| 3M | -5.6% | +13.4% | -19.0% | -7.6% |
| 6M | +73.5% | +12.1% | +61.4% | +69.2% |
| YTD | +62.7% | +38.8% | +23.8% | +52.8% |
| 1Y | +59.0% | +46.0% | +12.9% | +47.7% |
| 3Y | +117.1% | +9.5% | +107.6% | +107.8% |
| 5Y | +61.3% | +125.3% | -64.0% | +41.0% |
| All | +489.1% | +161.9% | +327.2% | +505.0% |
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 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