+422.4%
GE vs DVN
+119.4%
+303.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | -11.9% | +10.2% | -22.1% | -13.4% |
| 3M | +1.8% | +8.1% | -6.3% | +0.2% |
| 6M | -0.6% | +15.9% | -16.5% | -4.8% |
| YTD | +5.5% | +38.2% | -32.7% | -3.3% |
| 1Y | +15.0% | +44.5% | -29.5% | +3.7% |
| 3Y | +269.5% | +5.1% | +264.4% | +251.1% |
| 5Y | +422.4% | +124.3% | +298.1% | +269.1% |
| All | +422.4% | +119.4% | +303.0% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling