+164.3%
INTC vs DVN
+4.2%
+160.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.1% |
| 7D | +9.4% | +2.5% | +6.9% | +8.7% |
| 30D | +2.7% | +10.2% | -7.5% | -0.1% |
| 3M | -6.3% | +8.1% | -14.4% | -8.7% |
| 6M | +114.5% | +15.9% | +98.6% | +99.0% |
| YTD | +171.9% | +38.2% | +133.6% | +132.8% |
| 1Y | +305.0% | +44.5% | +260.5% | +238.1% |
| All | +164.3% | +4.2% | +160.2% | +128.4% |
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