+120.5%
DVN vs AXON
+167.8%
-47.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | -0.1% | -3.3% | +3.2% | +0.1% |
| 30D | +8.0% | -17.8% | +25.8% | +9.1% |
| 3M | +11.9% | +8.3% | +3.6% | +10.4% |
| 6M | +10.6% | -12.4% | +23.0% | +11.0% |
| YTD | +35.4% | -13.7% | +49.1% | +35.5% |
| 1Y | +46.5% | -33.1% | +79.5% | +50.6% |
| 3Y | +3.0% | +128.2% | -125.3% | -13.8% |
| 5Y | +120.5% | +170.5% | -50.0% | +67.1% |
| All | +120.5% | +167.8% | -47.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling