+803.2%
MS vs DVN
+57.7%
+745.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | 0.0% | +8.0% | -8.0% | -2.4% |
| 3M | +3.0% | +11.9% | -8.9% | -1.2% |
| 6M | +35.7% | +10.6% | +25.0% | +29.3% |
| YTD | +23.3% | +35.4% | -12.1% | +9.8% |
| 1Y | +44.7% | +46.5% | -1.8% | +25.0% |
| 3Y | +178.0% | +3.0% | +175.0% | +162.2% |
| 5Y | +143.2% | +120.5% | +22.7% | +68.1% |
| 10Y | +803.2% | +62.5% | +740.7% | +411.3% |
| All | +803.2% | +57.7% | +745.5% | +411.3% |
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