+63.6%
DDOG vs DVN
+120.4%
-56.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.9% | +4.5% | -0.6% | +2.9% |
| 30D | -8.2% | +12.0% | -20.1% | -10.4% |
| 3M | -5.6% | +13.4% | -19.0% | -8.4% |
| 6M | +73.5% | +12.1% | +61.4% | +67.5% |
| YTD | +62.7% | +38.8% | +23.8% | +48.7% |
| 1Y | +59.0% | +46.0% | +12.9% | +42.9% |
| 3Y | +117.1% | +9.5% | +107.6% | +103.8% |
| All | +63.6% | +120.4% | -56.8% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling