+368.8%
ORCL vs DVN
+57.7%
+311.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | +10.9% | -0.1% | +11.0% | +10.9% |
| 30D | +7.0% | +8.0% | -1.0% | +5.7% |
| 3M | -21.2% | +11.9% | -33.1% | -22.7% |
| 6M | +7.4% | +10.6% | -3.2% | +5.0% |
| YTD | -16.3% | +35.4% | -51.6% | -20.8% |
| 1Y | -32.3% | +46.5% | -78.8% | -36.8% |
| 3Y | +32.6% | +3.0% | +29.6% | +28.2% |
| 5Y | +93.1% | +120.5% | -27.4% | +63.7% |
| 10Y | +368.8% | +62.5% | +306.3% | +261.7% |
| All | +368.8% | +57.7% | +311.1% | +261.7% |
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