+44.5%
DVN vs JD
-17.4%
+61.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.5% | -2.6% | +5.1% | +2.6% |
| 30D | +10.2% | -15.4% | +25.5% | +10.7% |
| 3M | +8.1% | -5.0% | +13.1% | +8.6% |
| 6M | +15.9% | +0.9% | +15.0% | +14.7% |
| YTD | +38.2% | -2.5% | +40.7% | +37.7% |
| 1Y | +44.5% | -16.0% | +60.5% | +49.2% |
| All | +44.5% | -17.4% | +61.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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