+447.1%
META vs DVN
+60.4%
+386.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.2% |
| 7D | +3.1% | +7.8% | -4.8% | +1.9% |
| 30D | -18.2% | -7.9% | -10.3% | -17.3% |
| 3M | +7.8% | +3.7% | +4.1% | +6.9% |
| 6M | +3.6% | +0.2% | +3.4% | +2.8% |
| YTD | -5.3% | +28.6% | -33.9% | -10.6% |
| 1Y | +2.7% | +34.6% | -31.9% | -3.9% |
| 3Y | +91.5% | +11.8% | +79.7% | +81.6% |
| 5Y | +84.7% | +37.6% | +47.1% | +64.9% |
| All | +447.1% | +60.4% | +386.7% | +302.1% |
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