+165.8%
RTX vs DVN
+119.4%
+46.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -11.2% | +10.2% | -21.4% | -12.7% |
| 3M | +12.0% | +8.1% | +3.9% | +10.2% |
| 6M | -3.6% | +15.9% | -19.5% | -7.2% |
| YTD | +9.2% | +38.2% | -29.0% | +1.1% |
| 1Y | +29.7% | +44.5% | -14.8% | +18.6% |
| 3Y | +152.0% | +5.1% | +146.8% | +142.5% |
| 5Y | +165.8% | +124.3% | +41.4% | +106.2% |
| All | +165.8% | +119.4% | +46.4% | +106.2% |
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