+279.2%
RTX vs DVN
+69.2%
+210.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | +4.5% | -6.1% | -2.6% |
| 30D | -11.0% | +12.0% | -22.9% | -13.4% |
| 3M | +7.7% | +13.4% | -5.7% | +4.1% |
| 6M | -3.9% | +12.1% | -16.0% | -7.8% |
| YTD | +9.0% | +38.8% | -29.9% | -1.0% |
| 1Y | +27.3% | +46.0% | -18.8% | +13.7% |
| 3Y | +172.9% | +9.5% | +163.4% | +155.4% |
| 5Y | +165.2% | +125.3% | +39.9% | +95.5% |
| All | +279.2% | +69.2% | +210.0% | +121.3% |
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 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