+0.6%
META vs DVN
+35.1%
-34.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -1.1% |
| 7D | -0.2% | +1.9% | -2.1% | +0.3% |
| 30D | -15.4% | -8.2% | -7.2% | -17.0% |
| 3M | +5.0% | -0.3% | +5.4% | +6.0% |
| 6M | +5.2% | -2.5% | +7.7% | +6.4% |
| YTD | -4.5% | +25.0% | -29.5% | +0.6% |
| 1Y | +0.6% | +31.1% | -30.5% | +6.5% |
| All | +0.6% | +35.1% | -34.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling