+1.7%
DVN vs ALB
-27.5%
+29.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +12.6% | -1.2% | +13.8% | +12.7% |
| 3M | +8.1% | -13.3% | +21.4% | +10.1% |
| 6M | +10.2% | -19.8% | +29.9% | +12.4% |
| YTD | +33.8% | -7.9% | +41.7% | +31.6% |
| 1Y | +43.9% | +60.2% | -16.3% | +24.3% |
| 3Y | +1.7% | -26.4% | +28.2% | -10.8% |
| All | +1.7% | -27.5% | +29.2% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling