+143.3%
DELL vs DVN
+39.9%
+103.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -7.3% | -1.5% | -8.4% |
| 7D | -24.6% | -13.9% | -10.6% | -24.1% |
| 30D | -32.5% | -8.0% | -24.4% | -31.9% |
| 3M | -20.2% | +0.8% | -21.0% | -19.9% |
| 6M | +76.5% | -12.8% | +89.2% | +78.7% |
| YTD | +198.9% | +22.7% | +176.2% | +176.1% |
| 1Y | +143.3% | +39.0% | +104.3% | +111.9% |
| All | +143.3% | +39.9% | +103.5% | +111.9% |
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