+1,549.9%
LLY vs DVN
+69.2%
+1,480.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -2.9% | +4.5% | -7.4% | -3.2% |
| 30D | -8.4% | +12.0% | -20.4% | -9.2% |
| 3M | -3.8% | +13.4% | -17.2% | -4.7% |
| 6M | +11.9% | +12.1% | -0.2% | +10.6% |
| YTD | +4.3% | +38.8% | -34.5% | +1.4% |
| 1Y | +48.5% | +46.0% | +2.4% | +43.5% |
| 3Y | +91.2% | +9.5% | +81.7% | +87.1% |
| 5Y | +387.5% | +125.3% | +262.2% | +344.5% |
| All | +1,549.9% | +69.2% | +1,480.7% | +1,321.4% |
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