+57.4%
INTC vs DVN
+39.9%
+17.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.3% | +3.6% | -5.1% |
| 7D | -39.0% | -13.9% | -25.1% | -40.7% |
| 30D | -49.8% | -8.0% | -41.8% | -50.4% |
| 3M | -42.2% | +0.8% | -43.0% | -41.3% |
| 6M | -39.2% | -12.8% | -26.4% | -39.0% |
| YTD | +57.9% | +22.7% | +35.2% | +53.2% |
| 1Y | +57.4% | +39.0% | +18.4% | +54.5% |
| All | +57.4% | +39.9% | +17.5% | +54.5% |
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