+391.7%
GLW vs DVN
+114.8%
+276.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +16.9% | -0.1% | +17.0% | +16.9% |
| 30D | +7.0% | +8.0% | -1.0% | +5.5% |
| 3M | -3.0% | +11.9% | -14.9% | -5.3% |
| 6M | +31.0% | +10.6% | +20.4% | +26.6% |
| YTD | +93.4% | +35.4% | +58.0% | +78.3% |
| 1Y | +134.7% | +46.5% | +88.3% | +111.7% |
| 3Y | +471.8% | +3.0% | +468.8% | +443.6% |
| All | +391.7% | +114.8% | +276.8% | +296.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling