+95.6%
LLY vs DVN
+1.4%
+94.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -3.1% | -1.3% | -1.8% | -3.0% |
| 30D | -5.1% | +12.6% | -17.7% | -5.9% |
| 3M | -2.1% | +8.1% | -10.2% | -2.7% |
| 6M | +13.8% | +10.2% | +3.7% | +12.2% |
| YTD | +5.1% | +33.8% | -28.7% | +1.4% |
| 1Y | +53.1% | +43.9% | +9.2% | +46.2% |
| 3Y | +95.6% | +1.7% | +93.9% | +86.8% |
| All | +95.6% | +1.4% | +94.2% | +86.8% |
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