+15,612.2%
MA vs DVN
+36.9%
+15,575.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.0% |
| 7D | -0.5% | +7.8% | -8.3% | -2.5% |
| 30D | +7.9% | -7.9% | +15.8% | +9.8% |
| 3M | +16.8% | +3.7% | +13.0% | +14.8% |
| 6M | +31.0% | +0.2% | +30.8% | +29.1% |
| YTD | +15.0% | +28.6% | -13.5% | +5.2% |
| 1Y | +17.0% | +34.6% | -17.6% | +5.5% |
| 3Y | +68.5% | +11.8% | +56.7% | +55.1% |
| 5Y | +85.0% | +37.6% | +47.4% | +51.6% |
| 10Y | +561.3% | +59.7% | +501.7% | +320.9% |
| All | +15,612.2% | +36.9% | +15,575.3% | +9,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling