+13.8%
ORCL vs DVN
+12.2%
+1.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | +8.0% | +10.4% | -2.4% | +6.3% |
| 30D | -4.0% | -6.7% | +2.7% | -3.0% |
| 3M | -19.5% | +5.6% | -25.1% | -20.5% |
| 6M | -33.5% | +0.7% | -34.1% | -33.9% |
| YTD | -34.8% | +29.6% | -64.4% | -40.1% |
| 1Y | -41.6% | +36.3% | -77.9% | -47.2% |
| 3Y | +13.8% | +13.2% | +0.6% | +0.6% |
| All | +13.8% | +12.2% | +1.6% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling