+4,404.4%
DELL vs DVN
+69.2%
+4,335.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | +4.5% | +3.7% | +7.0% |
| 30D | +17.1% | +12.0% | +5.1% | +13.6% |
| 3M | +45.2% | +13.4% | +31.8% | +39.9% |
| 6M | +286.8% | +12.1% | +274.7% | +270.7% |
| YTD | +354.8% | +38.8% | +316.0% | +312.6% |
| 1Y | +358.3% | +46.0% | +312.2% | +308.8% |
| 3Y | +724.9% | +9.5% | +715.4% | +677.0% |
| 5Y | +1,193.7% | +125.3% | +1,068.4% | +894.3% |
| All | +4,404.4% | +69.2% | +4,335.2% | +2,689.1% |
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