+1,171.8%
DVN vs ALK
+839.9%
+331.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +14.2% | -19.2% | +33.4% | +18.2% |
| 3M | +5.2% | -1.5% | +6.8% | +4.1% |
| 6M | +11.9% | -13.1% | +24.9% | +11.3% |
| YTD | +32.8% | -16.4% | +49.2% | +32.5% |
| 1Y | +38.6% | -33.1% | +71.7% | +43.6% |
| 3Y | +0.5% | +0.6% | -0.1% | -6.0% |
| 5Y | +111.0% | -26.4% | +137.4% | +106.3% |
| 10Y | +56.1% | -34.2% | +90.3% | +50.8% |
| All | +1,171.8% | +839.9% | +331.9% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling