-6.7%
SBUX vs DVN
+120.4%
-127.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -5.5% | +4.5% | -10.0% | -6.2% |
| 30D | -8.5% | +12.0% | -20.4% | -10.3% |
| 3M | -2.9% | +13.4% | -16.3% | -5.3% |
| 6M | -1.5% | +12.1% | -13.6% | -4.3% |
| YTD | +19.4% | +38.8% | -19.4% | +11.0% |
| 1Y | +22.9% | +46.0% | -23.1% | +12.7% |
| 3Y | +11.3% | +9.5% | +1.8% | +4.6% |
| All | -6.7% | +120.4% | -127.1% | -18.5% |
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 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