+48.1%
TSLA vs DVN
+119.4%
-71.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -3.4% | +2.5% | -5.9% | -4.0% |
| 30D | +9.2% | +10.2% | -0.9% | +6.5% |
| 3M | -4.7% | +8.1% | -12.8% | -7.2% |
| 6M | -8.9% | +15.9% | -24.8% | -14.3% |
| YTD | -19.2% | +38.2% | -57.4% | -28.4% |
| 1Y | +4.5% | +44.5% | -39.9% | -9.3% |
| 3Y | +46.3% | +5.1% | +41.2% | +34.3% |
| 5Y | +48.1% | +124.3% | -76.2% | +15.6% |
| All | +48.1% | +119.4% | -71.3% | +15.6% |
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