+9.5%
DVN vs BHP
+71.6%
-62.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | -3.6% | +8.1% | +5.3% |
| 30D | +12.0% | -1.2% | +13.2% | +12.0% |
| 3M | +13.4% | +1.2% | +12.2% | +12.6% |
| 6M | +12.1% | +21.4% | -9.3% | +3.6% |
| YTD | +38.8% | +50.4% | -11.6% | +16.1% |
| 1Y | +46.0% | +67.5% | -21.5% | +15.7% |
| 3Y | +9.5% | +72.8% | -63.3% | -20.3% |
| All | +9.5% | +71.6% | -62.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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