+878.4%
MSFT vs DVN
+69.2%
+809.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -0.8% | +4.5% | -5.3% | -1.4% |
| 30D | +0.8% | +12.0% | -11.1% | -0.8% |
| 3M | +27.2% | +13.4% | +13.8% | +24.6% |
| 6M | +22.9% | +12.1% | +10.8% | +20.2% |
| YTD | +3.1% | +38.8% | -35.7% | -2.6% |
| 1Y | -0.3% | +46.0% | -46.3% | -6.8% |
| 3Y | +50.1% | +9.5% | +40.6% | +44.1% |
| 5Y | +74.6% | +125.3% | -50.6% | +45.9% |
| All | +878.4% | +69.2% | +809.2% | +622.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling