+252.1%
INTC vs DVN
+69.2%
+182.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +7.5% | +4.5% | +2.9% | +6.4% |
| 30D | +2.0% | +12.0% | -10.0% | -0.6% |
| 3M | -12.0% | +13.4% | -25.4% | -14.9% |
| 6M | +114.5% | +12.1% | +102.4% | +106.0% |
| YTD | +179.0% | +38.8% | +140.1% | +154.2% |
| 1Y | +318.3% | +46.0% | +272.3% | +275.8% |
| 3Y | +171.2% | +9.5% | +161.7% | +156.2% |
| 5Y | +107.6% | +125.3% | -17.7% | +63.3% |
| All | +252.1% | +69.2% | +182.9% | +143.3% |
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