+16,837.1%
INTC vs DVN
+1,184.0%
+15,653.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +18.0% | -0.1% | +18.1% | +18.0% |
| 30D | +8.9% | +8.0% | +1.0% | +7.2% |
| 3M | -1.6% | +11.9% | -13.5% | -4.4% |
| 6M | +133.1% | +10.6% | +122.5% | +125.4% |
| YTD | +187.9% | +35.4% | +152.5% | +166.8% |
| 1Y | +334.7% | +46.5% | +288.2% | +295.7% |
| 3Y | +184.2% | +3.0% | +181.2% | +174.9% |
| 5Y | +116.0% | +120.5% | -4.5% | +75.1% |
| 10Y | +270.0% | +62.5% | +207.5% | +178.1% |
| All | +16,837.1% | +1,184.0% | +15,653.0% | +10,989.3% |
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 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