+9,283.7%
UNP vs DVN
+1,168.8%
+8,114.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -1.1% | +12.6% | -13.8% | -3.7% |
| 3M | +7.9% | +8.1% | -0.3% | +5.7% |
| 6M | +14.6% | +10.2% | +4.5% | +11.3% |
| YTD | +26.6% | +33.8% | -7.2% | +17.6% |
| 1Y | +35.6% | +43.9% | -8.3% | +23.7% |
| 3Y | +45.5% | +1.7% | +43.8% | +40.2% |
| 5Y | +50.0% | +119.6% | -69.6% | +17.0% |
| 10Y | +271.8% | +53.7% | +218.1% | +168.6% |
| All | +9,283.7% | +1,168.8% | +8,114.8% | +5,379.4% |
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