+66.3%
MA vs DVN
+124.0%
-57.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | +0.8% | +8.0% | -7.2% | -0.4% |
| 3M | +14.8% | +11.9% | +2.9% | +12.5% |
| 6M | +10.0% | +10.6% | -0.6% | +7.6% |
| YTD | -0.1% | +35.4% | -35.5% | -5.8% |
| 1Y | -2.2% | +46.5% | -48.7% | -9.3% |
| 3Y | +39.3% | +3.0% | +36.3% | +34.7% |
| 5Y | +66.3% | +120.5% | -54.2% | +41.4% |
| All | +66.3% | +124.0% | -57.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling