+39.0%
DVN vs MOH
+53.5%
-14.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +8.9% | -16.3% | -7.5% |
| 7D | -13.9% | +14.3% | -28.2% | -14.3% |
| 30D | -8.0% | +16.7% | -24.7% | -8.7% |
| 3M | +0.8% | +18.3% | -17.5% | -0.1% |
| 6M | -12.8% | +15.8% | -28.6% | -13.8% |
| YTD | +22.7% | +30.5% | -7.7% | +17.3% |
| 1Y | +39.0% | +49.3% | -10.3% | +29.0% |
| All | +39.0% | +53.5% | -14.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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