-16.7%
IBM vs DVN
+35.1%
-51.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.6% | +10.4% | -8.8% | +1.3% |
| 30D | +9.2% | -6.7% | +15.9% | +9.3% |
| 3M | +4.9% | +5.6% | -0.7% | +5.1% |
| 6M | +16.8% | +0.7% | +16.1% | +16.2% |
| YTD | -14.3% | +29.6% | -43.9% | -17.1% |
| 1Y | -16.7% | +36.3% | -53.0% | -20.4% |
| All | -16.7% | +35.1% | -51.8% | -20.4% |
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 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