+118.6%
DVN vs MKSI
+84.1%
+34.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | +4.5% | +2.7% | +1.8% | +4.0% |
| 30D | +12.0% | -12.8% | +24.8% | +14.7% |
| 3M | +13.4% | -22.5% | +35.9% | +16.7% |
| 6M | +12.1% | +19.4% | -7.3% | +2.7% |
| YTD | +38.8% | +67.7% | -28.9% | +15.1% |
| 1Y | +46.0% | +131.4% | -85.4% | +9.0% |
| 3Y | +9.5% | +197.3% | -187.8% | -29.9% |
| All | +118.6% | +84.1% | +34.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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