+15.5%
GE vs DVN
+47.2%
-31.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | 0.0% |
| 7D | -4.0% | +4.5% | -8.5% | -2.6% |
| 30D | -11.4% | +12.0% | -23.4% | -8.0% |
| 3M | -2.6% | +13.4% | -16.0% | +2.2% |
| 6M | -0.3% | +12.1% | -12.4% | +3.0% |
| YTD | +5.4% | +38.8% | -33.5% | +9.6% |
| 1Y | +15.5% | +46.0% | -30.5% | +18.7% |
| All | +15.5% | +47.2% | -31.7% | +18.7% |
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