+39.0%
DVN vs LYB
+47.4%
-8.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.7% | -2.6% | -5.0% |
| 7D | -13.9% | -6.2% | -7.7% | -11.0% |
| 30D | -8.0% | +6.3% | -14.4% | -10.6% |
| 3M | +0.8% | +4.1% | -3.3% | -0.9% |
| 6M | -12.8% | -15.5% | +2.7% | -6.6% |
| YTD | +22.7% | +50.2% | -27.5% | +6.1% |
| 1Y | +39.0% | +50.6% | -11.6% | +19.9% |
| All | +39.0% | +47.4% | -8.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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