+33.3%
ORCL vs DVN
+1.4%
+31.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | +15.0% | -1.3% | +16.3% | +15.2% |
| 30D | +10.5% | +12.6% | -2.1% | +8.4% |
| 3M | -23.0% | +8.1% | -31.1% | -24.2% |
| 6M | +7.0% | +10.2% | -3.2% | +3.8% |
| YTD | -15.8% | +33.8% | -49.6% | -22.2% |
| 1Y | -31.1% | +43.9% | -75.0% | -37.7% |
| 3Y | +33.3% | +1.7% | +31.5% | +12.7% |
| All | +33.3% | +1.4% | +31.9% | +12.7% |
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 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