+17,561.1%
LLY vs DVN
+1,159.9%
+16,401.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.3% |
| 30D | -1.6% | +14.2% | -15.8% | -3.0% |
| 3M | +2.3% | +5.2% | -3.0% | +1.6% |
| 6M | +14.9% | +11.9% | +3.0% | +13.0% |
| YTD | +7.5% | +32.8% | -25.4% | +3.7% |
| 1Y | +55.7% | +38.6% | +17.1% | +49.3% |
| 3Y | +110.6% | +0.5% | +110.1% | +106.6% |
| 5Y | +363.4% | +111.0% | +252.4% | +308.7% |
| 10Y | +1,649.0% | +56.1% | +1,592.8% | +1,366.1% |
| All | +17,561.1% | +1,159.9% | +16,401.2% | +12,172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling