-42.6%
INTU vs DVN
+124.0%
-166.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 3M | +7.3% | +11.9% | -4.6% | +4.9% |
| 6M | -33.2% | +10.6% | -43.9% | -34.6% |
| YTD | -52.2% | +35.4% | -87.5% | -54.8% |
| 1Y | -52.7% | +46.5% | -99.1% | -56.1% |
| 3Y | -41.6% | +3.0% | -44.6% | -43.6% |
| 5Y | -42.6% | +120.5% | -163.2% | -46.8% |
| All | -42.6% | +124.0% | -166.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling