+590.9%
JPM vs DVN
+69.2%
+521.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.7% | +4.5% | -5.2% | -1.8% |
| 30D | -2.5% | +12.0% | -14.4% | -5.4% |
| 3M | +14.1% | +13.4% | +0.7% | +9.8% |
| 6M | +25.1% | +12.1% | +13.0% | +19.7% |
| YTD | +12.1% | +38.8% | -26.7% | +0.6% |
| 1Y | +18.8% | +46.0% | -27.2% | +4.7% |
| 3Y | +163.4% | +9.5% | +153.9% | +145.7% |
| 5Y | +156.5% | +125.3% | +31.3% | +80.8% |
| All | +590.9% | +69.2% | +521.6% | +286.1% |
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