+1,704.0%
GS vs DVN
+317.9%
+1,386.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -3.2% | -19.1% | +15.8% | +2.9% |
| 30D | -2.4% | -11.8% | +9.4% | +0.9% |
| 3M | -15.7% | -1.5% | -14.3% | -16.1% |
| 6M | -6.8% | -8.2% | +1.4% | -6.0% |
| YTD | -0.1% | +17.4% | -17.5% | -8.0% |
| 1Y | +12.1% | +33.5% | -21.4% | -1.1% |
| 3Y | +185.8% | -0.3% | +186.1% | +170.6% |
| 5Y | +140.1% | +22.7% | +117.4% | +99.5% |
| 10Y | +505.2% | +51.8% | +453.4% | +282.4% |
| All | +1,704.0% | +317.9% | +1,386.2% | +956.4% |
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