+44.6%
GOOG vs DVN
+41.2%
+3.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -1.3% |
| 7D | -2.1% | +1.5% | -3.6% | -1.8% |
| 30D | -6.8% | +14.2% | -21.0% | -4.4% |
| 3M | -9.1% | +5.2% | -14.3% | -7.8% |
| 6M | +10.7% | +11.9% | -1.2% | +12.5% |
| YTD | +7.1% | +32.8% | -25.8% | +9.9% |
| 1Y | +44.6% | +38.6% | +6.0% | +48.9% |
| All | +44.6% | +41.2% | +3.5% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling