+108.3%
META vs DVN
-0.2%
+108.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.6% |
| 30D | +4.8% | +14.2% | -9.4% | +3.8% |
| 3M | -1.6% | +5.2% | -6.9% | -2.0% |
| 6M | -7.5% | +11.9% | -19.3% | -9.5% |
| YTD | -6.4% | +32.8% | -39.2% | -11.5% |
| 1Y | -17.3% | +38.6% | -55.9% | -22.9% |
| All | +108.3% | -0.2% | +108.5% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling