+24,937.0%
ORCL vs DVN
+1,045.4%
+23,891.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -6.5% | -8.8% | +2.3% | -5.0% |
| 30D | -16.6% | -10.0% | -6.5% | -15.0% |
| 3M | -21.6% | -3.7% | -17.9% | -21.4% |
| 6M | -39.4% | -3.5% | -35.8% | -39.4% |
| YTD | -38.7% | +20.8% | -59.4% | -41.6% |
| 1Y | -50.4% | +31.2% | -81.6% | -53.5% |
| 3Y | +8.1% | +5.0% | +3.1% | +3.9% |
| 5Y | +34.5% | +29.9% | +4.6% | +20.1% |
| 10Y | +246.0% | +45.5% | +200.6% | +165.1% |
| All | +24,937.0% | +1,045.4% | +23,891.6% | +13,678.5% |
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