+77.4%
IBM vs DVN
+2.0%
+75.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.2% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +1.5% | +8.0% | -6.4% | +0.6% |
| 3M | -12.9% | +11.9% | -24.8% | -14.3% |
| 6M | -3.9% | +10.6% | -14.5% | -5.8% |
| YTD | -17.3% | +35.4% | -52.7% | -21.7% |
| 1Y | -5.0% | +46.5% | -51.5% | -11.3% |
| All | +77.4% | +2.0% | +75.4% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling