-28.0%
ORCL vs DVN
+41.2%
-69.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.0% |
| 7D | +5.3% | +1.5% | +3.8% | +5.3% |
| 30D | +10.0% | +14.2% | -4.2% | +10.4% |
| 3M | -32.6% | +5.2% | -37.8% | -32.1% |
| 6M | +4.9% | +11.9% | -6.9% | +2.6% |
| YTD | -17.8% | +32.8% | -50.6% | -21.2% |
| 1Y | -28.0% | +38.6% | -66.6% | -30.9% |
| All | -28.0% | +41.2% | -69.1% | -30.9% |
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