+26,874.5%
ORCL vs DVN
+1,119.8%
+25,754.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +10.4% | +7.8% | +2.6% | +8.9% |
| 30D | -11.2% | -7.9% | -3.3% | -10.0% |
| 3M | -16.8% | +3.7% | -20.5% | -17.6% |
| 6M | -31.5% | +0.2% | -31.7% | -32.0% |
| YTD | -33.9% | +28.6% | -62.5% | -37.8% |
| 1Y | -43.3% | +34.6% | -77.9% | -47.0% |
| 3Y | +16.5% | +11.8% | +4.7% | +10.8% |
| 5Y | +45.4% | +37.6% | +7.8% | +28.6% |
| 10Y | +274.0% | +59.7% | +214.3% | +181.8% |
| All | +26,874.5% | +1,119.8% | +25,754.7% | +14,585.1% |
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