+140.1%
GOOGL vs DVN
+120.4%
+19.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | +4.5% | -4.5% | -0.5% |
| 30D | -1.4% | +12.0% | -13.4% | -2.7% |
| 3M | -5.3% | +13.4% | -18.7% | -6.9% |
| 6M | +9.8% | +12.1% | -2.3% | +7.4% |
| YTD | +8.4% | +38.8% | -30.5% | +2.4% |
| 1Y | +41.2% | +46.0% | -4.8% | +32.0% |
| 3Y | +149.6% | +9.5% | +140.1% | +138.8% |
| All | +140.1% | +120.4% | +19.7% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling