+539.2%
ISRG vs DVN
+61.6%
+477.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +10.4% | -12.4% | -3.7% |
| 30D | +5.6% | -6.7% | +12.2% | +6.5% |
| 3M | +10.5% | +5.6% | +4.9% | +8.9% |
| 6M | +2.6% | +0.7% | +1.9% | +1.4% |
| YTD | -21.7% | +29.6% | -51.2% | -26.7% |
| 1Y | -21.6% | +36.3% | -57.9% | -27.4% |
| 3Y | +57.0% | +13.2% | +43.9% | +47.5% |
| 5Y | +25.0% | +38.6% | -13.6% | +10.4% |
| All | +539.2% | +61.6% | +477.6% | +352.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling