-41.5%
DIS vs DVN
+111.9%
-153.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +0.1% | +12.6% | -12.5% | -2.4% |
| 3M | +7.1% | +8.1% | -1.1% | +4.9% |
| 6M | +4.3% | +10.2% | -5.9% | +0.6% |
| YTD | -6.9% | +33.8% | -40.7% | -14.6% |
| 1Y | -10.3% | +43.9% | -54.2% | -19.5% |
| 3Y | +32.8% | +1.7% | +31.1% | +26.0% |
| 5Y | -41.5% | +119.6% | -161.1% | -53.9% |
| All | -41.5% | +111.9% | -153.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling