+57.3%
DVN vs ALK
-45.9%
+103.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | +10.4% | -1.2% | +11.5% | +10.5% |
| 30D | -6.7% | +7.7% | -14.4% | -10.1% |
| 3M | +5.6% | -19.0% | +24.6% | +11.4% |
| 6M | +0.7% | -0.2% | +0.9% | -5.4% |
| YTD | +29.6% | -23.5% | +53.1% | +30.0% |
| 1Y | +36.3% | -9.1% | +45.4% | +26.0% |
| 3Y | +13.2% | +12.0% | +1.1% | -14.4% |
| 5Y | +38.6% | -30.9% | +69.5% | +26.1% |
| All | +57.3% | -45.9% | +103.2% | +35.2% |
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