+425.7%
META vs DVN
+46.2%
+379.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.0% |
| 7D | +5.7% | -12.8% | +18.5% | +7.8% |
| 30D | -10.8% | -12.1% | +1.4% | -9.1% |
| 3M | +8.4% | -0.7% | +9.1% | +8.2% |
| 6M | +5.4% | -5.8% | +11.2% | +5.5% |
| YTD | -2.6% | +17.9% | -20.5% | -6.8% |
| 1Y | +3.5% | +29.0% | -25.5% | -2.6% |
| 3Y | +102.0% | +6.0% | +96.0% | +93.1% |
| 5Y | +93.1% | +22.1% | +71.0% | +75.7% |
| 10Y | +425.7% | +40.5% | +385.2% | +290.2% |
| All | +425.7% | +46.2% | +379.5% | +290.2% |
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