+31.9%
DIS vs DVN
+61.6%
-29.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +1.9% | +10.4% | -8.5% | -0.3% |
| 30D | +9.2% | -6.7% | +15.8% | +10.4% |
| 3M | +13.5% | +5.6% | +7.9% | +11.4% |
| 6M | +14.3% | +0.7% | +13.6% | +12.6% |
| YTD | +5.4% | +29.6% | -24.2% | -3.2% |
| 1Y | +12.2% | +36.3% | -24.2% | +1.6% |
| 3Y | +37.2% | +13.2% | +24.0% | +27.5% |
| 5Y | -23.1% | +38.6% | -61.7% | -34.5% |
| All | +31.9% | +61.6% | -29.8% | -20.2% |
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