+1,442.0%
DIS vs DVN
+1,184.0%
+258.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +1.0% | +8.0% | -7.0% | -0.7% |
| 3M | +5.7% | +11.9% | -6.2% | +2.7% |
| 6M | +3.3% | +10.6% | -7.4% | -0.2% |
| YTD | -7.7% | +35.4% | -43.1% | -14.7% |
| 1Y | -10.0% | +46.5% | -56.4% | -18.3% |
| 3Y | +31.7% | +3.0% | +28.8% | +26.5% |
| 5Y | -42.2% | +120.5% | -162.7% | -54.1% |
| 10Y | +22.3% | +62.5% | -40.1% | -11.4% |
| All | +1,442.0% | +1,184.0% | +258.0% | +829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling