+659.5%
MSTR vs DVN
+69.2%
+590.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -8.3% | +4.5% | -12.8% | -9.4% |
| 30D | +38.1% | +12.0% | +26.1% | +33.8% |
| 3M | +9.0% | +13.4% | -4.4% | +4.6% |
| 6M | -5.3% | +12.1% | -17.4% | -9.8% |
| YTD | -13.8% | +38.8% | -52.6% | -22.9% |
| 1Y | -59.8% | +46.0% | -105.9% | -64.7% |
| 3Y | +282.2% | +9.5% | +272.7% | +257.7% |
| 5Y | +112.8% | +125.3% | -12.5% | +70.2% |
| All | +659.5% | +69.2% | +590.2% | +403.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling