+6,288.2%
MS vs DVN
+769.8%
+5,518.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | -0.3% | +14.2% | -14.4% | -5.2% |
| 3M | +0.3% | +5.2% | -4.9% | -2.6% |
| 6M | +31.3% | +11.9% | +19.5% | +23.2% |
| YTD | +24.7% | +32.8% | -8.2% | +9.1% |
| 1Y | +47.9% | +38.6% | +9.3% | +26.6% |
| 3Y | +178.3% | +0.5% | +177.8% | +161.1% |
| 5Y | +144.9% | +111.0% | +33.9% | +59.9% |
| 10Y | +804.5% | +56.1% | +748.4% | +423.0% |
| All | +6,288.2% | +769.8% | +5,518.5% | +3,078.1% |
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