+16.0%
GS vs DVN
+35.1%
-19.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.5% |
| 7D | +5.9% | +10.4% | -4.5% | +8.1% |
| 30D | +4.3% | -6.7% | +11.0% | +2.7% |
| 3M | -11.7% | +5.6% | -17.3% | -10.0% |
| 6M | -3.2% | +0.7% | -3.8% | -2.1% |
| YTD | +5.8% | +29.6% | -23.8% | +11.4% |
| 1Y | +16.0% | +36.3% | -20.3% | +23.2% |
| All | +16.0% | +35.1% | -19.0% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling