+66.6%
DVN vs ALK
-37.3%
+103.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +2.5% | -3.1% | +5.6% | +3.6% |
| 30D | +10.2% | -17.1% | +27.3% | +17.1% |
| 3M | +8.1% | -3.8% | +11.9% | +6.5% |
| 6M | +15.9% | -5.3% | +21.1% | +10.2% |
| YTD | +38.2% | -20.3% | +58.5% | +38.9% |
| 1Y | +44.5% | -36.0% | +80.5% | +57.9% |
| 3Y | +5.1% | +0.8% | +4.4% | -14.6% |
| 5Y | +124.3% | -28.5% | +152.8% | +105.1% |
| All | +66.6% | -37.3% | +103.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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