-26.2%
UBER vs DVN
+39.9%
-66.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.3% | +12.3% | +3.7% |
| 7D | +7.0% | -13.9% | +21.0% | +4.7% |
| 30D | +0.6% | -8.0% | +8.6% | -0.7% |
| 3M | -2.9% | +0.8% | -3.8% | -3.1% |
| 6M | -5.5% | -12.8% | +7.3% | -8.4% |
| YTD | -14.5% | +22.7% | -37.2% | -16.2% |
| 1Y | -26.2% | +39.0% | -65.2% | -29.8% |
| All | -26.2% | +39.9% | -66.1% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling