-81.0%
PYPL vs DVN
+119.4%
-200.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -5.9% | +2.5% | -8.5% | -6.4% |
| 30D | -9.4% | +10.2% | -19.6% | -11.2% |
| 3M | +31.3% | +8.1% | +23.2% | +28.9% |
| 6M | +19.1% | +15.9% | +3.2% | +14.4% |
| YTD | -7.9% | +38.2% | -46.1% | -15.5% |
| 1Y | -17.9% | +44.5% | -62.4% | -25.7% |
| 3Y | -11.6% | +5.1% | -16.7% | -16.1% |
| 5Y | -81.0% | +124.3% | -205.4% | -84.3% |
| All | -81.0% | +119.4% | -200.4% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling