+4,542.6%
GLW vs DVN
+1,159.9%
+3,382.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | +3.8% | +1.5% | +2.3% | +3.4% |
| 30D | -1.3% | +14.2% | -15.5% | -4.5% |
| 3M | -21.8% | +5.2% | -27.0% | -23.1% |
| 6M | +6.9% | +11.9% | -5.0% | +2.5% |
| YTD | +77.2% | +32.8% | +44.3% | +62.8% |
| 1Y | +123.2% | +38.6% | +84.7% | +102.4% |
| 3Y | +400.0% | +0.5% | +399.5% | +379.1% |
| 5Y | +342.8% | +111.0% | +231.8% | +240.8% |
| 10Y | +771.4% | +56.1% | +715.3% | +515.9% |
| All | +4,542.6% | +1,159.9% | +3,382.7% | +2,512.5% |
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