+956.8%
MSTR vs DVN
+355.3%
+601.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -13.4% | +10.4% | -23.8% | -15.6% |
| 30D | -22.1% | -6.7% | -15.4% | -21.1% |
| 3M | +15.0% | +5.6% | +9.3% | +12.4% |
| 6M | -37.3% | +0.7% | -38.0% | -38.5% |
| YTD | -26.5% | +29.6% | -56.1% | -33.0% |
| 1Y | -46.5% | +36.3% | -82.8% | -51.9% |
| 3Y | +121.1% | +13.2% | +107.9% | +106.4% |
| 5Y | +37.5% | +38.6% | -1.1% | +21.2% |
| 10Y | +467.3% | +60.9% | +406.4% | +311.0% |
| All | +956.8% | +355.3% | +601.5% | +441.6% |
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 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