+36.7%
DVN vs ALB
-64.0%
+100.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.1% |
| 7D | +10.4% | -5.8% | +16.1% | +11.7% |
| 30D | -6.7% | -4.5% | -2.2% | -6.1% |
| 3M | +5.6% | -28.1% | +33.7% | +12.7% |
| 6M | +0.7% | -53.2% | +53.8% | +17.4% |
| YTD | +29.6% | -33.3% | +62.9% | +35.6% |
| 1Y | +36.3% | -17.4% | +53.8% | +34.2% |
| 3Y | +13.2% | -14.1% | +27.3% | -1.2% |
| All | +36.7% | -64.0% | +100.6% | +58.1% |
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 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