+319.1%
DELL vs DVN
+41.2%
+277.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +14.9% | +1.5% | +13.4% | +14.8% |
| 30D | +13.3% | +14.2% | -0.9% | +11.9% |
| 3M | +24.4% | +5.2% | +19.2% | +24.1% |
| 6M | +258.0% | +11.9% | +246.1% | +239.2% |
| YTD | +320.2% | +32.8% | +287.4% | +288.9% |
| 1Y | +319.1% | +38.6% | +280.5% | +286.4% |
| All | +319.1% | +41.2% | +277.9% | +286.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling