+95.0%
MO vs DVN
+4.6%
+90.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +7.1% | +12.0% | -4.8% | +6.2% |
| 3M | -2.0% | +13.4% | -15.4% | -3.0% |
| 6M | +7.3% | +12.1% | -4.8% | +6.4% |
| YTD | +23.5% | +38.8% | -15.4% | +20.8% |
| 1Y | +11.0% | +46.0% | -35.0% | +8.3% |
| 3Y | +95.0% | +9.5% | +85.5% | +93.4% |
| All | +95.0% | +4.6% | +90.4% | +93.4% |
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