+724.9%
DELL vs DVN
+4.6%
+720.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | +4.5% | +3.7% | +6.8% |
| 30D | +17.1% | +12.0% | +5.1% | +12.9% |
| 3M | +45.2% | +13.4% | +31.8% | +38.8% |
| 6M | +286.8% | +12.1% | +274.7% | +264.4% |
| YTD | +354.8% | +38.8% | +316.0% | +295.2% |
| 1Y | +358.3% | +46.0% | +312.2% | +288.1% |
| 3Y | +724.9% | +9.5% | +715.4% | +611.5% |
| All | +724.9% | +4.6% | +720.3% | +611.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling