+700.9%
GLD vs DVN
+102.5%
+598.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.6% | +10.4% | -14.9% | -5.0% |
| 30D | -5.5% | -6.7% | +1.2% | -5.2% |
| 3M | -10.9% | +5.6% | -16.5% | -11.2% |
| 6M | -17.4% | +0.7% | -18.1% | -17.6% |
| YTD | -10.3% | +29.6% | -39.9% | -11.8% |
| 1Y | -7.2% | +36.3% | -43.5% | -9.0% |
| 3Y | +96.9% | +13.2% | +83.8% | +93.8% |
| 5Y | +103.8% | +38.6% | +65.2% | +96.8% |
| 10Y | +203.5% | +60.9% | +142.7% | +184.1% |
| All | +700.9% | +102.5% | +598.5% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling