+755.6%
GOOGL vs DVN
+69.2%
+686.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | +4.5% | -4.5% | -0.7% |
| 30D | -1.4% | +12.0% | -13.4% | -3.2% |
| 3M | -5.3% | +13.4% | -18.7% | -7.4% |
| 6M | +9.8% | +12.1% | -2.3% | +6.9% |
| YTD | +8.4% | +38.8% | -30.5% | +1.5% |
| 1Y | +41.2% | +46.0% | -4.8% | +30.7% |
| 3Y | +149.6% | +9.5% | +140.1% | +138.4% |
| 5Y | +142.6% | +125.3% | +17.3% | +98.3% |
| All | +755.6% | +69.2% | +686.3% | +521.5% |
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