+120.5%
DVN vs MNDY
-50.8%
+171.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +1.7% |
| 7D | +2.5% | -12.5% | +15.0% | +3.6% |
| 30D | +10.2% | -2.6% | +12.8% | +10.1% |
| 3M | +8.1% | +4.2% | +3.9% | +7.1% |
| 6M | +15.9% | +9.8% | +6.1% | +13.8% |
| YTD | +38.2% | -42.3% | +80.5% | +43.0% |
| 1Y | +44.5% | -54.5% | +99.0% | +52.3% |
| 3Y | +5.1% | -50.3% | +55.4% | +8.1% |
| 5Y | +124.3% | -77.1% | +201.4% | +128.3% |
| All | +120.5% | -50.8% | +171.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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