+120.5%
DVN vs ALB
-43.9%
+164.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.8% |
| 7D | -0.1% | -8.6% | +8.5% | +1.9% |
| 30D | +8.0% | -4.0% | +12.0% | +8.8% |
| 3M | +11.9% | -17.4% | +29.3% | +16.0% |
| 6M | +10.6% | -25.4% | +36.0% | +15.7% |
| YTD | +35.4% | -10.5% | +45.9% | +33.6% |
| 1Y | +46.5% | +75.8% | -29.4% | +18.5% |
| 3Y | +3.0% | -28.5% | +31.5% | -0.9% |
| 5Y | +120.5% | -45.1% | +165.6% | +131.8% |
| All | +120.5% | -43.9% | +164.4% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling