+71.0%
UBER vs DVN
+121.8%
-50.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.2% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -8.9% | +8.0% | -16.9% | -11.1% |
| 3M | +1.0% | +11.9% | -10.9% | -2.9% |
| 6M | -3.7% | +10.6% | -14.4% | -8.1% |
| YTD | -13.0% | +35.4% | -48.4% | -22.4% |
| 1Y | -25.5% | +46.5% | -72.0% | -35.5% |
| 3Y | +50.5% | +3.0% | +47.5% | +41.2% |
| 5Y | +76.2% | +120.5% | -44.4% | +17.1% |
| All | +71.0% | +121.8% | -50.8% | -21.1% |
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 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