+46.5%
PYPL vs DVN
+25.7%
+20.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +1.7% | -1.3% | +3.1% | +2.0% |
| 30D | -9.7% | +12.6% | -22.4% | -11.8% |
| 3M | +29.2% | +8.1% | +21.1% | +26.9% |
| 6M | +13.9% | +10.2% | +3.7% | +10.9% |
| YTD | -8.1% | +33.8% | -41.9% | -14.0% |
| 1Y | -21.4% | +43.9% | -65.3% | -27.7% |
| 3Y | -11.8% | +1.7% | -13.6% | -14.9% |
| 5Y | -81.1% | +119.6% | -200.8% | -84.5% |
| 10Y | +36.9% | +53.7% | -16.8% | +0.2% |
| All | +46.5% | +25.7% | +20.8% | +3.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling