+120.5%
DVN vs JD
-60.9%
+181.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -0.1% | -3.0% | +2.9% | +0.2% |
| 30D | +8.0% | -19.3% | +27.3% | +10.4% |
| 3M | +11.9% | -6.0% | +18.0% | +12.5% |
| 6M | +10.6% | +1.8% | +8.8% | +9.9% |
| YTD | +35.4% | -2.6% | +37.9% | +35.0% |
| 1Y | +46.5% | -17.4% | +63.9% | +48.7% |
| 3Y | +3.0% | -8.6% | +11.6% | +1.8% |
| 5Y | +120.5% | -61.6% | +182.1% | +135.0% |
| All | +120.5% | -60.9% | +181.4% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling