-41.5%
INTU vs DVN
+2.0%
-43.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -8.5% | -0.1% | -8.4% | -8.4% |
| 30D | -6.1% | +8.0% | -14.1% | -7.3% |
| 3M | +7.3% | +11.9% | -4.6% | +5.0% |
| 6M | -33.2% | +10.6% | -43.9% | -34.4% |
| YTD | -52.2% | +35.4% | -87.5% | -54.5% |
| 1Y | -52.7% | +46.5% | -99.1% | -55.8% |
| All | -41.5% | +2.0% | -43.5% | -44.9% |
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