+17,983.8%
ISRG vs DVN
+171.1%
+17,812.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | -2.3% | +14.2% | -16.4% | -5.3% |
| 3M | -12.4% | +5.2% | -17.7% | -14.1% |
| 6M | -26.8% | +11.9% | -38.7% | -29.7% |
| YTD | -35.3% | +32.8% | -68.1% | -40.4% |
| 1Y | -19.3% | +38.6% | -57.9% | -26.8% |
| 3Y | +18.1% | +0.5% | +17.6% | +13.0% |
| 5Y | +2.6% | +111.0% | -108.4% | -21.2% |
| 10Y | +379.4% | +56.1% | +323.3% | +232.3% |
| All | +17,983.8% | +171.1% | +17,812.8% | +9,949.2% |
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