+503.0%
MA vs DVN
+69.2%
+433.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.7% | +4.5% | -6.2% | -2.6% |
| 30D | +1.7% | +12.0% | -10.3% | -0.7% |
| 3M | +17.2% | +13.4% | +3.8% | +13.9% |
| 6M | +13.3% | +12.1% | +1.2% | +9.8% |
| YTD | +0.2% | +38.8% | -38.6% | -7.5% |
| 1Y | -2.7% | +46.0% | -48.7% | -11.5% |
| 3Y | +39.1% | +9.5% | +29.6% | +31.6% |
| 5Y | +68.8% | +125.3% | -56.5% | +30.3% |
| All | +503.0% | +69.2% | +433.8% | +281.7% |
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 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