+33,471.1%
ORCL vs DVN
+1,159.9%
+32,311.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | +5.3% | +1.5% | +3.8% | +4.9% |
| 30D | +10.0% | +14.2% | -4.2% | +7.3% |
| 3M | -32.6% | +5.2% | -37.8% | -33.5% |
| 6M | +4.9% | +11.9% | -6.9% | +1.9% |
| YTD | -17.8% | +32.8% | -50.6% | -22.8% |
| 1Y | -28.0% | +38.6% | -66.6% | -33.1% |
| 3Y | +36.0% | +0.5% | +35.5% | +31.8% |
| 5Y | +88.7% | +111.0% | -22.3% | +54.4% |
| 10Y | +346.9% | +56.1% | +290.8% | +238.0% |
| All | +33,471.1% | +1,159.9% | +32,311.2% | +18,113.4% |
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