+44.7%
MS vs DVN
+44.7%
-0.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | 0.0% | +8.0% | -8.0% | +1.1% |
| 3M | +3.0% | +11.9% | -8.9% | +4.8% |
| 6M | +35.7% | +10.6% | +25.0% | +36.7% |
| YTD | +23.3% | +35.4% | -12.1% | +24.3% |
| 1Y | +44.7% | +46.5% | -1.8% | +44.8% |
| All | +44.7% | +44.7% | -0.1% | +44.8% |
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