+13,193.3%
GOOGL vs DVN
+149.8%
+13,043.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -7.5% | +8.0% | -15.4% | -9.0% |
| 3M | -9.2% | +11.9% | -21.1% | -11.6% |
| 6M | +8.1% | +10.6% | -2.6% | +4.6% |
| YTD | +5.8% | +35.4% | -29.5% | -2.1% |
| 1Y | +38.3% | +46.5% | -8.1% | +25.3% |
| 3Y | +144.8% | +3.0% | +141.8% | +133.9% |
| 5Y | +132.5% | +120.5% | +12.0% | +79.8% |
| 10Y | +746.7% | +62.5% | +684.2% | +499.9% |
| All | +13,193.3% | +149.8% | +13,043.5% | +9,070.6% |
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