+22,994.0%
TSLA vs DVN
+25.5%
+22,968.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.2% | +8.0% | +3.2% | +8.8% |
| 3M | -7.3% | +11.9% | -19.2% | -10.8% |
| 6M | -7.7% | +10.6% | -18.4% | -11.9% |
| YTD | -18.2% | +35.4% | -53.6% | -26.7% |
| 1Y | +6.0% | +46.5% | -40.5% | -7.6% |
| 3Y | +48.0% | +3.0% | +45.1% | +40.1% |
| 5Y | +46.2% | +120.5% | -74.3% | +7.0% |
| 10Y | +2,737.0% | +62.5% | +2,674.6% | +1,726.6% |
| All | +22,994.0% | +25.5% | +22,968.4% | +16,241.3% |
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