+8.9%
GE vs DVN
+39.9%
-31.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.3% | +10.1% | -0.2% |
| 7D | +9.4% | -13.9% | +23.4% | +3.4% |
| 30D | +7.5% | -8.0% | +15.6% | +4.4% |
| 3M | -12.5% | +0.8% | -13.4% | -11.6% |
| 6M | +17.8% | -12.8% | +30.5% | +14.5% |
| YTD | +7.4% | +22.7% | -15.3% | +10.0% |
| 1Y | +8.9% | +39.0% | -30.1% | +11.2% |
| All | +8.9% | +39.9% | -31.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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