+157.0%
RTX vs DVN
+12.2%
+144.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +4.8% | +10.4% | -5.6% | +4.1% |
| 30D | +6.5% | -6.7% | +13.2% | +6.8% |
| 3M | -9.6% | +5.6% | -15.2% | -10.2% |
| 6M | +12.3% | +0.7% | +11.7% | +12.0% |
| YTD | +9.5% | +29.6% | -20.1% | +4.4% |
| 1Y | +15.8% | +36.3% | -20.5% | +9.5% |
| 3Y | +157.0% | +13.2% | +143.9% | +146.8% |
| All | +157.0% | +12.2% | +144.8% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling