+240.0%
GM vs DVN
+10.5%
+229.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.8% |
| 30D | -3.4% | +10.2% | -13.6% | -6.3% |
| 3M | +8.7% | +8.1% | +0.6% | +5.4% |
| 6M | +15.4% | +15.9% | -0.5% | +8.0% |
| YTD | +6.6% | +38.2% | -31.6% | -6.0% |
| 1Y | +51.5% | +44.5% | +7.0% | +31.0% |
| 3Y | +169.3% | +5.1% | +164.2% | +151.7% |
| 5Y | +81.6% | +124.3% | -42.8% | +26.9% |
| 10Y | +240.7% | +65.9% | +174.8% | +104.4% |
| All | +240.0% | +10.5% | +229.5% | +118.2% |
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