+40.1%
PYPL vs DVN
+69.2%
-29.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -2.3% | +4.5% | -6.8% | -3.0% |
| 30D | -9.0% | +12.0% | -21.0% | -10.9% |
| 3M | +30.6% | +13.4% | +17.2% | +27.3% |
| 6M | +18.6% | +12.1% | +6.5% | +15.2% |
| YTD | -7.2% | +38.8% | -46.0% | -13.7% |
| 1Y | -19.3% | +46.0% | -65.3% | -25.9% |
| 3Y | -12.3% | +9.5% | -21.8% | -16.5% |
| 5Y | -80.9% | +125.3% | -206.2% | -84.3% |
| All | +40.1% | +69.2% | -29.1% | -3.1% |
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