+133,470.8%
MSFT vs DVN
+1,159.9%
+132,310.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | +2.7% | +14.2% | -11.5% | +0.4% |
| 3M | +17.0% | +5.2% | +11.7% | +15.5% |
| 6M | +23.8% | +11.9% | +11.9% | +20.6% |
| YTD | +4.0% | +32.8% | -28.8% | -1.9% |
| 1Y | -0.8% | +38.6% | -39.4% | -7.5% |
| 3Y | +55.6% | +0.5% | +55.1% | +50.7% |
| 5Y | +72.9% | +111.0% | -38.1% | +42.0% |
| 10Y | +875.8% | +56.1% | +819.7% | +638.7% |
| All | +133,470.8% | +1,159.9% | +132,310.9% | +73,805.2% |
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