+38.6%
MA vs DVN
+2.0%
+36.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +0.8% | +8.0% | -7.2% | 0.0% |
| 3M | +14.8% | +11.9% | +2.9% | +13.3% |
| 6M | +10.0% | +10.6% | -0.6% | +8.3% |
| YTD | -0.1% | +35.4% | -35.5% | -4.5% |
| 1Y | -2.2% | +46.5% | -48.7% | -8.1% |
| All | +38.6% | +2.0% | +36.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling