+39.0%
DVN vs DUK
+7.9%
+31.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.8% | -7.6% |
| 7D | -13.9% | +4.9% | -18.8% | -14.5% |
| 30D | -8.0% | +13.8% | -21.9% | -10.0% |
| 3M | +0.8% | +5.2% | -4.4% | +0.2% |
| 6M | -12.8% | +3.5% | -16.2% | -12.0% |
| YTD | +22.7% | +13.5% | +9.3% | +19.1% |
| 1Y | +39.0% | +8.3% | +30.7% | +34.0% |
| All | +39.0% | +7.9% | +31.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling