+22.7%
DIS vs DVN
+68.5%
-45.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.8% |
| 30D | +2.2% | +10.2% | -8.0% | -0.1% |
| 3M | +8.1% | +8.1% | 0.0% | +5.7% |
| 6M | +5.2% | +15.9% | -10.6% | +0.3% |
| YTD | -6.3% | +38.2% | -44.5% | -14.6% |
| 1Y | -7.3% | +44.5% | -51.8% | -16.7% |
| 3Y | +33.8% | +5.1% | +28.6% | +27.0% |
| 5Y | -40.7% | +124.3% | -165.0% | -54.7% |
| All | +22.7% | +68.5% | -45.9% | -26.4% |
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