+317.4%
DVN vs GME
+1,127.7%
-810.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.8% |
| 7D | -0.1% | +4.8% | -5.0% | -0.5% |
| 30D | +8.0% | +5.9% | +2.1% | +7.5% |
| 3M | +11.9% | -10.7% | +22.7% | +12.7% |
| 6M | +10.6% | -19.8% | +30.4% | +12.1% |
| YTD | +35.4% | -0.9% | +36.3% | +34.8% |
| 1Y | +46.5% | -15.7% | +62.1% | +47.5% |
| 3Y | +3.0% | +12.3% | -9.4% | -8.6% |
| 5Y | +120.5% | -60.1% | +180.6% | +102.0% |
| 10Y | +62.5% | +265.3% | -202.9% | -43.0% |
| All | +317.4% | +1,127.7% | -810.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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