+780.7%
GOOG vs DVN
+69.2%
+711.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | 0.0% | +4.5% | -4.5% | -0.6% |
| 30D | -2.0% | +12.0% | -13.9% | -3.7% |
| 3M | -5.9% | +13.4% | -19.3% | -8.0% |
| 6M | +8.9% | +12.1% | -3.2% | +6.0% |
| YTD | +7.1% | +38.8% | -31.7% | +0.3% |
| 1Y | +39.7% | +46.0% | -6.3% | +29.2% |
| 3Y | +145.8% | +9.5% | +136.4% | +134.7% |
| 5Y | +138.6% | +125.3% | +13.3% | +94.6% |
| All | +780.7% | +69.2% | +711.5% | +537.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling