+53,204.8%
ORLY vs DVN
+634.6%
+52,570.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -2.1% | +2.5% | -4.7% | -2.4% |
| 30D | -7.6% | +10.2% | -17.8% | -8.8% |
| 3M | -5.5% | +8.1% | -13.6% | -6.6% |
| 6M | -9.7% | +15.9% | -25.6% | -11.8% |
| YTD | -6.2% | +38.2% | -44.5% | -10.5% |
| 1Y | -18.6% | +44.5% | -63.1% | -22.9% |
| 3Y | +33.8% | +5.1% | +28.7% | +30.0% |
| 5Y | +116.5% | +124.3% | -7.8% | +85.0% |
| 10Y | +361.0% | +65.9% | +295.1% | +269.6% |
| All | +53,204.8% | +634.6% | +52,570.2% | +35,035.8% |
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