+40.6%
GLW vs DVN
+39.9%
+0.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.3% | +1.5% | -7.1% |
| 7D | -9.5% | -13.9% | +4.5% | -12.0% |
| 30D | -25.5% | -8.0% | -17.4% | -26.4% |
| 3M | -25.6% | +0.8% | -26.4% | -24.6% |
| 6M | -25.5% | -12.8% | -12.7% | -27.0% |
| YTD | +36.4% | +22.7% | +13.6% | +34.3% |
| 1Y | +40.6% | +39.0% | +1.6% | +40.6% |
| All | +40.6% | +39.9% | +0.7% | +40.6% |
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