+10,164.5%
RTX vs DVN
+1,168.8%
+8,995.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | -10.6% | +12.6% | -23.2% | -12.9% |
| 3M | +11.6% | +8.1% | +3.5% | +9.2% |
| 6M | -4.5% | +10.2% | -14.7% | -7.7% |
| YTD | +9.6% | +33.8% | -24.2% | +1.3% |
| 1Y | +30.8% | +43.9% | -13.1% | +18.6% |
| 3Y | +152.8% | +1.7% | +151.1% | +142.1% |
| 5Y | +167.1% | +119.6% | +47.5% | +107.4% |
| 10Y | +275.2% | +53.7% | +221.4% | +170.2% |
| All | +10,164.5% | +1,168.8% | +8,995.6% | +5,278.5% |
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