+16.0%
DVN vs UAL
+241.7%
-225.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.9% | +3.8% |
| 7D | +7.8% | +0.7% | +7.1% | +7.6% |
| 30D | -7.9% | +7.8% | -15.7% | -9.5% |
| 3M | +3.7% | -11.1% | +14.8% | +4.8% |
| 6M | +0.2% | +16.1% | -15.9% | -4.3% |
| YTD | +28.6% | -0.5% | +29.1% | +24.3% |
| 1Y | +34.6% | +11.3% | +23.3% | +27.4% |
| 3Y | +11.8% | +192.8% | -181.0% | -13.3% |
| 5Y | +37.6% | +123.3% | -85.7% | +8.6% |
| 10Y | +59.7% | +84.6% | -25.0% | +24.7% |
| All | +16.0% | +241.7% | -225.7% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling