-2.7%
LQD vs DVN
+9.7%
-12.4%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.2% | +8.0% | -8.2% | +0.4% |
| 3M | -1.7% | +11.9% | -13.6% | -0.7% |
| 6M | -2.7% | +10.6% | -13.3% | -1.7% |
| All | -2.7% | +9.7% | -12.4% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling