+228.4%
UNH vs DVN
+69.2%
+159.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -4.5% | +4.5% | -9.1% | -5.1% |
| 30D | -6.5% | +12.0% | -18.5% | -7.9% |
| 3M | -6.0% | +13.4% | -19.4% | -7.7% |
| 6M | +33.7% | +12.1% | +21.6% | +31.1% |
| YTD | +16.4% | +38.8% | -22.4% | +10.7% |
| 1Y | +10.1% | +46.0% | -36.0% | +3.8% |
| 3Y | -16.3% | +9.5% | -25.8% | -19.1% |
| 5Y | +2.1% | +125.3% | -123.2% | -14.4% |
| All | +228.4% | +69.2% | +159.2% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling