+51.4%
PYPL vs DVN
+24.8%
+26.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | +2.7% | +1.5% | +1.2% | +2.4% |
| 30D | -4.9% | +14.2% | -19.1% | -7.2% |
| 3M | +28.9% | +5.2% | +23.6% | +27.2% |
| 6M | +18.2% | +11.9% | +6.4% | +14.9% |
| YTD | -5.0% | +32.8% | -37.9% | -11.0% |
| 1Y | -18.8% | +38.6% | -57.4% | -24.8% |
| 3Y | -12.6% | +0.5% | -13.1% | -15.4% |
| 5Y | -80.8% | +111.0% | -191.8% | -84.1% |
| 10Y | +49.9% | +56.1% | -6.2% | +9.4% |
| All | +51.4% | +24.8% | +26.6% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling