-24.3%
UBER vs DVN
+47.2%
-71.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -5.4% | +4.5% | -9.9% | -4.9% |
| 30D | -4.9% | +12.0% | -16.9% | -3.7% |
| 3M | +3.0% | +13.4% | -10.4% | +4.2% |
| 6M | -4.4% | +12.1% | -16.5% | -4.6% |
| YTD | -12.3% | +38.8% | -51.1% | -12.7% |
| 1Y | -24.3% | +46.0% | -70.3% | -26.1% |
| All | -24.3% | +47.2% | -71.5% | -26.1% |
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