+14,280.4%
INTU vs DVN
+702.4%
+13,578.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -7.1% | +1.5% | -8.6% | -7.3% |
| 30D | +1.5% | +14.2% | -12.7% | -1.1% |
| 3M | +10.7% | +5.2% | +5.4% | +9.3% |
| 6M | -23.8% | +11.9% | -35.7% | -25.7% |
| YTD | -49.3% | +32.8% | -82.1% | -52.2% |
| 1Y | -49.7% | +38.6% | -88.2% | -53.1% |
| 3Y | -38.0% | +0.5% | -38.5% | -39.8% |
| 5Y | -38.7% | +111.0% | -149.8% | -49.8% |
| 10Y | +221.3% | +56.1% | +165.2% | +141.1% |
| All | +14,280.4% | +702.4% | +13,578.0% | +7,366.4% |
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 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