+225.5%
HOOD vs DVN
+137.7%
+87.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -9.1% | +2.5% | -11.7% | -9.8% |
| 30D | +20.1% | +10.2% | +9.9% | +16.6% |
| 3M | +31.2% | +8.1% | +23.1% | +27.3% |
| 6M | +44.3% | +15.9% | +28.4% | +34.5% |
| YTD | +0.2% | +38.2% | -38.0% | -12.7% |
| 1Y | -3.5% | +44.5% | -48.0% | -17.7% |
| 3Y | +955.2% | +5.1% | +950.1% | +866.6% |
| 5Y | +175.3% | +124.3% | +51.0% | +167.6% |
| All | +225.5% | +137.7% | +87.7% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling