+32.6%
UNP vs DVN
+41.2%
-8.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -5.3% | +1.5% | -6.8% | -5.5% |
| 30D | -1.5% | +14.2% | -15.7% | -2.5% |
| 3M | +10.3% | +5.2% | +5.0% | +9.9% |
| 6M | +9.7% | +11.9% | -2.2% | +7.1% |
| YTD | +27.1% | +32.8% | -5.7% | +19.5% |
| 1Y | +32.6% | +38.6% | -6.0% | +23.8% |
| All | +32.6% | +41.2% | -8.6% | +23.8% |
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