+5.0%
DVN vs ALK
+23.9%
-18.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -8.8% | +12.9% | -21.8% | -9.1% |
| 30D | -10.0% | +5.5% | -15.6% | -10.1% |
| 3M | -3.7% | -12.1% | +8.4% | -2.8% |
| 6M | -3.5% | +1.7% | -5.2% | -5.0% |
| YTD | +20.8% | -17.4% | +38.2% | +22.3% |
| 1Y | +31.2% | -1.9% | +33.2% | +26.7% |
| 3Y | +5.0% | +21.2% | -16.3% | -4.0% |
| All | +5.0% | +23.9% | -18.9% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling