-42.3%
MSTR vs DVN
+39.9%
-82.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.3% | +12.4% | +3.8% |
| 7D | -1.8% | -13.9% | +12.1% | -4.0% |
| 30D | -13.3% | -8.0% | -5.3% | -14.5% |
| 3M | +46.0% | +0.8% | +45.2% | +45.4% |
| 6M | -22.4% | -12.8% | -9.7% | -22.5% |
| YTD | -6.2% | +22.7% | -28.9% | -15.9% |
| 1Y | -42.3% | +39.0% | -81.3% | -51.6% |
| All | -42.3% | +39.9% | -82.1% | -51.6% |
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