+123.6%
HOOD vs DVN
+122.8%
+0.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.0% | -4.5% |
| 7D | -3.8% | +10.4% | -14.1% | -6.3% |
| 30D | -23.0% | -6.7% | -16.3% | -21.9% |
| 3M | -21.6% | +5.6% | -27.3% | -23.5% |
| 6M | +1.4% | +0.7% | +0.8% | -0.5% |
| YTD | -31.2% | +29.6% | -60.7% | -39.3% |
| 1Y | -35.9% | +36.3% | -72.3% | -44.6% |
| 3Y | +836.9% | +13.2% | +823.8% | +737.2% |
| 5Y | +121.1% | +38.6% | +82.5% | +98.1% |
| All | +123.6% | +122.8% | +0.8% | +150.0% |
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