+23.3%
DVN vs GDDY
+390.3%
-367.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.1% |
| 7D | +4.5% | -3.2% | +7.7% | +5.4% |
| 30D | +12.0% | +6.8% | +5.2% | +8.9% |
| 3M | +13.4% | +30.5% | -17.1% | +1.2% |
| 6M | +12.1% | +13.3% | -1.2% | +4.0% |
| YTD | +38.8% | -21.0% | +59.8% | +44.4% |
| 1Y | +46.0% | -34.0% | +80.0% | +61.8% |
| 3Y | +9.5% | +33.1% | -23.6% | -10.6% |
| 5Y | +125.3% | +30.3% | +94.9% | +81.7% |
| 10Y | +66.6% | +205.5% | -138.9% | +6.5% |
| All | +23.3% | +390.3% | -367.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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