+722.8%
GLD vs DVN
+95.4%
+627.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.3% |
| 7D | -2.0% | +1.9% | -3.8% | -2.1% |
| 30D | -4.4% | -8.2% | +3.7% | -4.1% |
| 3M | -8.9% | -0.3% | -8.6% | -9.0% |
| 6M | -16.0% | -2.5% | -13.5% | -16.1% |
| YTD | -7.9% | +25.0% | -32.9% | -9.3% |
| 1Y | -3.9% | +31.1% | -35.0% | -5.6% |
| 3Y | +103.4% | +8.7% | +94.7% | +100.6% |
| 5Y | +109.7% | +33.3% | +76.4% | +102.9% |
| 10Y | +211.8% | +55.3% | +156.6% | +192.3% |
| All | +722.8% | +95.4% | +627.4% | +573.1% |
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