+73.5%
MSFT vs DVN
+119.4%
-45.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | -0.1% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | -2.1% | +10.2% | -12.2% | -3.2% |
| 3M | +24.2% | +8.1% | +16.1% | +22.9% |
| 6M | +21.9% | +15.9% | +6.0% | +19.1% |
| YTD | +2.5% | +38.2% | -35.8% | -2.3% |
| 1Y | -0.8% | +44.5% | -45.3% | -6.2% |
| 3Y | +50.8% | +5.1% | +45.6% | +45.8% |
| 5Y | +73.5% | +124.3% | -50.8% | +57.8% |
| All | +73.5% | +119.4% | -45.9% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling