+1.7%
DVN vs ABCL
+105.4%
-103.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | +12.6% | +65.1% | -52.5% | +9.4% |
| 3M | +8.1% | +111.1% | -102.9% | +3.5% |
| 6M | +10.2% | +231.6% | -221.4% | +2.1% |
| YTD | +33.8% | +234.5% | -200.7% | +22.9% |
| 1Y | +43.9% | +174.3% | -130.4% | +33.7% |
| 3Y | +1.7% | +111.5% | -109.7% | -15.7% |
| All | +1.7% | +105.4% | -103.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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