+85.0%
MA vs DVN
+38.4%
+46.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.6% |
| 7D | -0.5% | +7.8% | -8.3% | -1.5% |
| 30D | +7.9% | -7.9% | +15.8% | +8.9% |
| 3M | +16.8% | +3.7% | +13.0% | +15.6% |
| 6M | +31.0% | +0.2% | +30.8% | +30.0% |
| YTD | +15.0% | +28.6% | -13.5% | +8.8% |
| 1Y | +17.0% | +34.6% | -17.6% | +9.6% |
| 3Y | +68.5% | +11.8% | +56.7% | +59.8% |
| 5Y | +85.0% | +37.6% | +47.4% | +58.4% |
| All | +85.0% | +38.4% | +46.6% | +58.4% |
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