+66.6%
DVN vs ALB
+84.6%
-18.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +3.2% |
| 7D | +2.5% | -7.6% | +10.1% | +5.2% |
| 30D | +10.2% | -5.6% | +15.8% | +12.0% |
| 3M | +8.1% | -16.8% | +24.9% | +13.7% |
| 6M | +15.9% | -26.3% | +42.2% | +24.2% |
| YTD | +38.2% | -13.2% | +51.5% | +36.9% |
| 1Y | +44.5% | +68.8% | -24.3% | +8.1% |
| 3Y | +5.1% | -30.7% | +35.8% | 0.0% |
| 5Y | +124.3% | -46.3% | +170.6% | +119.7% |
| All | +66.6% | +84.6% | -18.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling