+739.1%
DVN vs ALB
+2,835.3%
-2,096.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | +0.1% |
| 7D | +1.5% | -8.1% | +9.6% | +4.5% |
| 30D | +14.2% | +6.3% | +7.9% | +11.4% |
| 3M | +5.2% | -23.6% | +28.8% | +14.1% |
| 6M | +11.9% | -24.6% | +36.5% | +19.3% |
| YTD | +32.8% | -10.3% | +43.1% | +30.7% |
| 1Y | +38.6% | +61.5% | -22.9% | +6.7% |
| 3Y | +0.5% | -34.0% | +34.5% | -3.3% |
| 5Y | +111.0% | -44.6% | +155.6% | +104.3% |
| 10Y | +56.1% | +76.1% | -20.0% | -8.6% |
| All | +739.1% | +2,835.3% | -2,096.2% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling