+186.9%
LQD vs DVN
+292.9%
-106.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -1.1% |
| 30D | -1.1% | +10.2% | -11.3% | -1.3% |
| 3M | -2.3% | +8.1% | -10.4% | -2.5% |
| 6M | -2.9% | +15.9% | -18.8% | -3.2% |
| YTD | -2.3% | +38.2% | -40.6% | -2.9% |
| 1Y | -2.2% | +44.5% | -46.7% | -2.8% |
| 3Y | +14.0% | +5.1% | +8.9% | +13.6% |
| 5Y | -5.8% | +124.3% | -130.1% | -7.5% |
| 10Y | +22.2% | +65.9% | -43.7% | +17.8% |
| All | +186.9% | +292.9% | -106.0% | +182.4% |
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 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