+161.4%
JPM vs DVN
+4.2%
+157.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -2.3% | +2.5% | -4.9% | -2.7% |
| 30D | -2.3% | +10.2% | -12.5% | -4.0% |
| 3M | +14.9% | +8.1% | +6.8% | +13.2% |
| 6M | +23.6% | +15.9% | +7.8% | +18.8% |
| YTD | +11.3% | +38.2% | -27.0% | +2.0% |
| 1Y | +19.9% | +44.5% | -24.6% | +8.2% |
| All | +161.4% | +4.2% | +157.3% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling