-6.8%
DVN vs DAL
+395.8%
-402.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | -8.8% | +10.7% | -19.6% | -11.2% |
| 30D | -10.0% | +12.5% | -22.6% | -12.9% |
| 3M | -3.7% | +3.6% | -7.3% | -5.3% |
| 6M | -3.5% | +26.7% | -30.3% | -10.6% |
| YTD | +20.8% | +34.3% | -13.5% | +8.8% |
| 1Y | +31.2% | +59.1% | -27.9% | +13.1% |
| 3Y | +5.0% | +179.9% | -174.9% | -23.7% |
| 5Y | +29.9% | +119.1% | -89.2% | -2.3% |
| 10Y | +45.5% | +125.6% | -80.2% | +7.1% |
| All | -6.8% | +395.8% | -402.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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