+13,164.2%
GOOG vs DVN
+149.8%
+13,014.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -7.7% | +8.0% | -15.6% | -9.2% |
| 3M | -9.3% | +11.9% | -21.2% | -11.8% |
| 6M | +7.4% | +10.6% | -3.2% | +4.0% |
| YTD | +4.9% | +35.4% | -30.5% | -3.1% |
| 1Y | +37.2% | +46.5% | -9.2% | +24.2% |
| 3Y | +141.6% | +3.0% | +138.7% | +130.8% |
| 5Y | +128.8% | +120.5% | +8.2% | +76.5% |
| 10Y | +772.7% | +62.5% | +710.3% | +516.2% |
| All | +13,164.2% | +149.8% | +13,014.4% | +9,018.8% |
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