+459.7%
GLW vs DVN
+4.2%
+455.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | +11.7% | +2.5% | +9.2% | +11.4% |
| 30D | +2.7% | +10.2% | -7.5% | +1.4% |
| 3M | -2.8% | +8.1% | -10.9% | -3.8% |
| 6M | +20.2% | +15.9% | +4.3% | +15.6% |
| YTD | +87.3% | +38.2% | +49.0% | +72.2% |
| 1Y | +119.6% | +44.5% | +75.1% | +99.0% |
| All | +459.7% | +4.2% | +455.6% | +401.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling