+6.4%
OXY vs DVN
+69.2%
-62.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | +2.8% | +4.5% | -1.7% | -0.6% |
| 30D | +5.5% | +12.0% | -6.5% | -3.5% |
| 3M | +11.3% | +13.4% | -2.1% | +1.0% |
| 6M | +11.6% | +12.1% | -0.5% | +2.1% |
| YTD | +51.6% | +38.8% | +12.7% | +17.4% |
| 1Y | +36.2% | +46.0% | -9.8% | +1.1% |
| 3Y | +1.7% | +9.5% | -7.8% | -7.9% |
| 5Y | +164.5% | +125.3% | +39.2% | +28.7% |
| All | +6.4% | +69.2% | -62.8% | -53.7% |
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