+36.2%
OXY vs DVN
+47.2%
-11.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.1% |
| 7D | +2.8% | +4.5% | -1.7% | -0.8% |
| 30D | +5.5% | +12.0% | -6.5% | -4.0% |
| 3M | +11.3% | +13.4% | -2.1% | +0.3% |
| 6M | +11.6% | +12.1% | -0.5% | +1.7% |
| YTD | +51.6% | +38.8% | +12.7% | +17.6% |
| 1Y | +36.2% | +46.0% | -9.8% | +1.3% |
| All | +36.2% | +47.2% | -11.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling