+358.3%
DELL vs DVN
+47.2%
+311.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +12.0% |
| 7D | +8.2% | +4.5% | +3.7% | +8.1% |
| 30D | +17.1% | +12.0% | +5.1% | +16.5% |
| 3M | +45.2% | +13.4% | +31.8% | +44.2% |
| 6M | +286.8% | +12.1% | +274.7% | +271.8% |
| YTD | +354.8% | +38.8% | +316.0% | +323.3% |
| 1Y | +358.3% | +46.0% | +312.2% | +325.5% |
| All | +358.3% | +47.2% | +311.0% | +325.5% |
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