+3.8%
DVN vs JD
+42.0%
-38.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.5% | -4.2% | +8.8% | +5.3% |
| 30D | +12.0% | -14.4% | +26.4% | +15.1% |
| 3M | +13.4% | -3.6% | +17.0% | +13.9% |
| 6M | +12.1% | -0.3% | +12.4% | +11.3% |
| YTD | +38.8% | -2.4% | +41.2% | +38.2% |
| 1Y | +46.0% | -18.5% | +64.6% | +50.1% |
| 3Y | +9.5% | -7.0% | +16.5% | +5.4% |
| 5Y | +125.3% | -61.7% | +187.0% | +143.1% |
| 10Y | +66.6% | +17.1% | +49.5% | +24.6% |
| All | +3.8% | +42.0% | -38.2% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling