+361.0%
ORLY vs DVN
+69.2%
+291.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.4% | +4.5% | -6.9% | -2.8% |
| 30D | -6.8% | +12.0% | -18.7% | -7.9% |
| 3M | -4.8% | +13.4% | -18.1% | -6.1% |
| 6M | -9.1% | +12.1% | -21.2% | -10.5% |
| YTD | -5.9% | +38.8% | -44.7% | -9.6% |
| 1Y | -20.4% | +46.0% | -66.4% | -24.0% |
| 3Y | +36.6% | +9.5% | +27.1% | +32.8% |
| 5Y | +117.3% | +125.3% | -7.9% | +88.3% |
| All | +361.0% | +69.2% | +291.8% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling