-2.5%
IBM vs DVN
+41.2%
-43.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | +0.3% | +14.2% | -13.9% | +0.1% |
| 3M | -21.6% | +5.2% | -26.8% | -21.7% |
| 6M | -4.7% | +11.9% | -16.6% | -5.7% |
| YTD | -19.1% | +32.8% | -51.9% | -21.1% |
| 1Y | -2.5% | +38.6% | -41.1% | -4.3% |
| All | -2.5% | +41.2% | -43.7% | -4.3% |
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