+36.4%
UPS vs DVN
+69.2%
-32.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | +4.5% | -6.5% | -2.6% |
| 30D | -2.0% | +12.0% | -13.9% | -3.6% |
| 3M | -6.2% | +13.4% | -19.6% | -8.2% |
| 6M | +2.8% | +12.1% | -9.3% | +0.3% |
| YTD | +5.9% | +38.8% | -32.9% | -0.2% |
| 1Y | +26.2% | +46.0% | -19.8% | +17.7% |
| 3Y | -26.0% | +9.5% | -35.5% | -28.9% |
| 5Y | -34.3% | +125.3% | -159.5% | -43.8% |
| All | +36.4% | +69.2% | -32.8% | +12.4% |
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 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