+1,097.2%
DVN vs ALK
+817.3%
+279.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +3.8% |
| 7D | +1.9% | +2.6% | -0.7% | +1.4% |
| 30D | -8.2% | +7.8% | -16.0% | -9.9% |
| 3M | -0.3% | -15.2% | +14.9% | +1.6% |
| 6M | -2.5% | +5.0% | -7.5% | -5.8% |
| YTD | +25.0% | -18.4% | +43.5% | +24.4% |
| 1Y | +31.1% | -2.4% | +33.5% | +25.7% |
| 3Y | +8.7% | +19.8% | -11.0% | -2.2% |
| 5Y | +33.3% | -27.8% | +61.1% | +29.8% |
| 10Y | +55.3% | -42.0% | +97.2% | +51.2% |
| All | +1,097.2% | +817.3% | +279.9% | +699.9% |
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