+172.8%
DVN vs ALNY
+3,976.7%
-3,803.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.5% | -6.5% | +11.1% | +5.5% |
| 30D | +12.0% | +11.0% | +0.9% | +10.1% |
| 3M | +13.4% | -14.1% | +27.5% | +14.4% |
| 6M | +12.1% | -22.4% | +34.5% | +14.3% |
| YTD | +38.8% | -37.5% | +76.3% | +45.6% |
| 1Y | +46.0% | -46.9% | +93.0% | +56.4% |
| 3Y | +9.5% | +22.1% | -12.6% | +0.7% |
| 5Y | +125.3% | +31.2% | +94.1% | +95.8% |
| 10Y | +66.6% | +256.3% | -189.7% | +11.4% |
| All | +172.8% | +3,976.7% | -3,803.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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