+277.7%
DVN vs ABCL
-81.0%
+358.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.0% |
| 7D | +7.8% | +4.4% | +3.4% | +7.5% |
| 30D | -7.9% | -7.9% | -0.1% | -7.7% |
| 3M | +3.7% | +12.2% | -8.5% | +2.4% |
| 6M | +0.2% | +134.7% | -134.6% | -6.6% |
| YTD | +28.6% | +239.8% | -211.2% | +15.4% |
| 1Y | +34.6% | +192.7% | -158.1% | +22.2% |
| 3Y | +11.8% | +187.6% | -175.8% | -2.8% |
| 5Y | +37.6% | -22.6% | +60.2% | +28.0% |
| All | +277.7% | -81.0% | +358.7% | +294.4% |
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