+526.0%
GLW vs DVN
+61.6%
+464.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | +7.7% | +10.4% | -2.6% | +5.5% |
| 30D | -18.8% | -6.7% | -12.1% | -17.7% |
| 3M | -27.7% | +5.6% | -33.4% | -28.8% |
| 6M | -44.4% | +0.7% | -45.1% | -45.1% |
| YTD | +31.3% | +29.6% | +1.7% | +21.2% |
| 1Y | +40.0% | +36.3% | +3.7% | +27.6% |
| 3Y | +339.2% | +13.2% | +326.1% | +309.1% |
| 5Y | +229.2% | +38.6% | +190.6% | +181.0% |
| All | +526.0% | +61.6% | +464.3% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling