+5,256.1%
MS vs DVN
+668.8%
+4,587.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | -1.6% | -19.1% | +17.5% | +5.9% |
| 30D | -3.8% | -11.8% | +8.1% | +0.1% |
| 3M | -14.6% | -1.5% | -13.1% | -15.1% |
| 6M | -5.1% | -8.2% | +3.1% | -4.2% |
| YTD | +4.5% | +17.4% | -12.9% | -5.2% |
| 1Y | +13.5% | +33.5% | -19.9% | -2.1% |
| 3Y | +160.4% | -0.3% | +160.7% | +143.6% |
| 5Y | +112.9% | +22.7% | +90.1% | +70.3% |
| 10Y | +633.4% | +51.8% | +581.6% | +326.0% |
| All | +5,256.1% | +668.8% | +4,587.3% | +2,663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling