+277.6%
UNP vs DVN
+69.2%
+208.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | +4.5% | -6.3% | -2.8% |
| 30D | -2.7% | +12.0% | -14.7% | -5.2% |
| 3M | +6.5% | +13.4% | -6.9% | +3.3% |
| 6M | +14.4% | +12.1% | +2.3% | +10.5% |
| YTD | +24.8% | +38.8% | -14.0% | +14.7% |
| 1Y | +34.4% | +46.0% | -11.6% | +21.7% |
| 3Y | +43.6% | +9.5% | +34.1% | +35.9% |
| 5Y | +53.2% | +125.3% | -72.0% | +16.2% |
| All | +277.6% | +69.2% | +208.4% | +139.9% |
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