+19.8%
DVN vs UAL
+242.1%
-222.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.9% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +14.2% | -16.1% | +30.3% | +17.2% |
| 3M | +5.2% | +6.1% | -0.9% | +3.2% |
| 6M | +11.9% | +10.8% | +1.0% | +7.5% |
| YTD | +32.8% | -0.4% | +33.2% | +29.3% |
| 1Y | +38.6% | +5.0% | +33.6% | +33.0% |
| 3Y | +0.5% | +124.0% | -123.5% | -18.1% |
| 5Y | +111.0% | +141.0% | -29.9% | +65.6% |
| 10Y | +56.1% | +118.0% | -61.9% | +21.0% |
| All | +19.8% | +242.1% | -222.3% | -20.3% |
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