+42.5%
GS vs DVN
+41.7%
+0.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.1% |
| 30D | +0.2% | +12.6% | -12.4% | +2.5% |
| 3M | -0.3% | +8.1% | -8.5% | +1.7% |
| 6M | +27.4% | +10.2% | +17.2% | +29.1% |
| YTD | +19.6% | +33.8% | -14.1% | +22.1% |
| 1Y | +42.5% | +43.9% | -1.4% | +43.9% |
| All | +42.5% | +41.7% | +0.8% | +43.9% |
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