+134.5%
IBM vs DVN
+68.5%
+66.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | -1.8% | +10.2% | -12.0% | -3.5% |
| 3M | -13.5% | +8.1% | -21.6% | -14.8% |
| 6M | -5.1% | +15.9% | -21.0% | -8.1% |
| YTD | -19.4% | +38.2% | -57.6% | -24.5% |
| 1Y | -6.5% | +44.5% | -51.0% | -13.3% |
| 3Y | +73.8% | +5.1% | +68.7% | +67.3% |
| 5Y | +116.3% | +124.3% | -8.0% | +73.4% |
| All | +134.5% | +68.5% | +66.0% | +61.9% |
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 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