+2,413.6%
IBM vs DVN
+1,159.9%
+1,253.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | +0.3% | +14.2% | -13.9% | -1.9% |
| 3M | -21.6% | +5.2% | -26.8% | -22.4% |
| 6M | -4.7% | +11.9% | -16.6% | -7.0% |
| YTD | -19.1% | +32.8% | -51.9% | -23.3% |
| 1Y | -2.5% | +38.6% | -41.1% | -8.4% |
| 3Y | +74.2% | +0.5% | +73.6% | +69.5% |
| 5Y | +113.1% | +111.0% | +2.1% | +78.1% |
| 10Y | +133.5% | +56.1% | +77.4% | +81.5% |
| All | +2,413.6% | +1,159.9% | +1,253.7% | +1,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling