+290.1%
DVN vs ABCL
-81.3%
+371.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +14.2% | +93.1% | -78.9% | +9.0% |
| 3M | +5.2% | +79.4% | -74.2% | +0.5% |
| 6M | +11.9% | +214.9% | -203.0% | +2.0% |
| YTD | +32.8% | +234.2% | -201.4% | +19.8% |
| 1Y | +38.6% | +174.8% | -136.2% | +26.2% |
| 3Y | +0.5% | +104.5% | -103.9% | -10.1% |
| 5Y | +111.0% | -39.0% | +150.0% | +98.4% |
| All | +290.1% | -81.3% | +371.4% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling