+17.5%
DVN vs LYB
+624.6%
-607.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.1% |
| 7D | +4.5% | +0.3% | +4.2% | +4.3% |
| 30D | +12.0% | +2.5% | +9.5% | +10.1% |
| 3M | +13.4% | +1.4% | +12.0% | +12.1% |
| 6M | +12.1% | -3.5% | +15.6% | +12.7% |
| YTD | +38.8% | +52.0% | -13.2% | +1.3% |
| 1Y | +46.0% | +22.1% | +24.0% | +22.1% |
| 3Y | +9.5% | -22.8% | +32.3% | +22.8% |
| 5Y | +125.3% | -3.4% | +128.6% | +116.3% |
| 10Y | +66.6% | +47.4% | +19.2% | +27.1% |
| All | +17.5% | +624.6% | -607.2% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling