-8.1%
GLD vs DVN
+35.1%
-43.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -2.4% |
| 7D | -5.5% | +7.8% | -13.3% | -4.5% |
| 30D | -7.0% | -7.9% | +0.9% | -7.7% |
| 3M | -12.4% | +3.7% | -16.1% | -11.8% |
| 6M | -18.0% | +0.2% | -18.2% | -17.5% |
| YTD | -10.5% | +28.6% | -39.0% | -13.4% |
| 1Y | -8.1% | +34.6% | -42.7% | -11.5% |
| All | -8.1% | +35.1% | -43.1% | -11.5% |
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