+584.1%
MA vs DVN
+60.4%
+523.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.8% |
| 7D | -0.5% | +7.8% | -8.3% | -2.0% |
| 30D | +7.9% | -7.9% | +15.8% | +9.3% |
| 3M | +16.8% | +3.7% | +13.0% | +15.3% |
| 6M | +31.0% | +0.2% | +30.8% | +29.6% |
| YTD | +15.0% | +28.6% | -13.5% | +7.3% |
| 1Y | +17.0% | +34.6% | -17.6% | +7.9% |
| 3Y | +68.5% | +11.8% | +56.7% | +58.1% |
| 5Y | +85.0% | +37.6% | +47.4% | +58.9% |
| All | +584.1% | +60.4% | +523.7% | +336.5% |
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