+48.9%
MSFT vs DVN
+2.0%
+46.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -2.7% | +8.0% | -10.6% | -3.2% |
| 3M | +22.1% | +11.9% | +10.2% | +21.0% |
| 6M | +20.6% | +10.6% | +9.9% | +19.1% |
| YTD | +2.3% | +35.4% | -33.1% | -1.3% |
| 1Y | -0.5% | +46.5% | -47.0% | -5.3% |
| All | +48.9% | +2.0% | +46.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling