+67.3%
DVN vs UAL
+112.5%
-45.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.6% |
| 7D | +4.5% | -1.4% | +5.9% | +4.9% |
| 30D | +12.0% | -12.2% | +24.2% | +16.4% |
| 3M | +13.4% | -2.5% | +15.9% | +12.5% |
| 6M | +12.1% | +21.1% | -9.0% | -0.4% |
| YTD | +38.8% | -1.8% | +40.6% | +31.2% |
| 1Y | +46.0% | +0.4% | +45.6% | +35.2% |
| 3Y | +9.5% | +130.3% | -120.8% | -33.8% |
| 5Y | +125.3% | +147.7% | -22.4% | +20.3% |
| All | +67.3% | +112.5% | -45.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling