-1.8%
ISRG vs DVN
+121.3%
-123.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | -5.2% | -1.3% | -3.8% | -5.0% |
| 30D | -7.6% | +12.6% | -20.2% | -9.4% |
| 3M | -16.4% | +8.1% | -24.5% | -17.8% |
| 6M | -28.6% | +10.2% | -38.7% | -30.5% |
| YTD | -38.2% | +33.8% | -71.9% | -42.4% |
| 1Y | -25.5% | +43.9% | -69.4% | -31.9% |
| 3Y | +17.4% | +1.7% | +15.7% | +11.7% |
| All | -1.8% | +121.3% | -123.2% | -14.5% |
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