+1,223.7%
DVN vs BHP
+7,637.4%
-6,413.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.3% | +7.4% | +4.9% |
| 7D | +2.5% | -3.7% | +6.2% | +4.4% |
| 30D | +10.2% | -0.8% | +11.0% | +10.2% |
| 3M | +8.1% | +7.6% | +0.5% | +2.2% |
| 6M | +15.9% | +20.8% | -4.9% | +0.7% |
| YTD | +38.2% | +50.8% | -12.5% | +5.8% |
| 1Y | +44.5% | +70.9% | -26.4% | +2.7% |
| 3Y | +5.1% | +78.0% | -72.9% | -28.6% |
| 5Y | +124.3% | +113.1% | +11.2% | +37.0% |
| 10Y | +65.9% | +483.0% | -417.1% | -33.1% |
| All | +1,223.7% | +7,637.4% | -6,413.8% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling