+221.2%
UPS vs DVN
+313.3%
-92.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -2.3% | +12.6% | -14.9% | -4.3% |
| 3M | -5.2% | +8.1% | -13.3% | -6.8% |
| 6M | +1.4% | +10.2% | -8.7% | -1.0% |
| YTD | +6.1% | +33.8% | -27.7% | +0.1% |
| 1Y | +27.0% | +43.9% | -16.9% | +18.0% |
| 3Y | -25.9% | +1.7% | -27.7% | -28.0% |
| 5Y | -34.6% | +119.6% | -154.2% | -45.4% |
| 10Y | +36.2% | +53.7% | -17.6% | +8.2% |
| All | +221.2% | +313.3% | -92.1% | +137.7% |
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