+9.0%
MSFT vs DVN
+39.9%
-30.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.3% | +14.0% | +5.7% |
| 7D | +4.7% | -13.9% | +18.6% | +3.1% |
| 30D | +5.8% | -8.0% | +13.9% | +5.0% |
| 3M | +13.0% | +0.8% | +12.2% | +13.3% |
| 6M | +34.9% | -12.8% | +47.7% | +32.9% |
| YTD | +15.7% | +22.7% | -7.1% | +19.5% |
| 1Y | +9.0% | +39.0% | -30.0% | +10.0% |
| All | +9.0% | +39.9% | -30.9% | +10.0% |
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