+62.9%
KO vs DVN
+4.2%
+58.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -1.1% | +2.5% | -3.6% | -1.2% |
| 30D | +1.6% | +10.2% | -8.6% | +1.2% |
| 3M | +5.8% | +8.1% | -2.4% | +5.4% |
| 6M | +14.3% | +15.9% | -1.6% | +13.5% |
| YTD | +27.3% | +38.2% | -10.9% | +25.4% |
| 1Y | +33.2% | +44.5% | -11.3% | +31.0% |
| All | +62.9% | +4.2% | +58.8% | +59.6% |
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 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