+924.9%
VLO vs DVN
+69.2%
+855.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +5.3% | +4.5% | +0.8% | +3.0% |
| 30D | +18.2% | +12.0% | +6.3% | +11.6% |
| 3M | +53.3% | +13.4% | +39.9% | +43.5% |
| 6M | +70.4% | +12.1% | +58.3% | +60.4% |
| YTD | +143.4% | +38.8% | +104.6% | +105.5% |
| 1Y | +153.0% | +46.0% | +107.0% | +107.7% |
| 3Y | +195.0% | +9.5% | +185.5% | +173.9% |
| 5Y | +618.8% | +125.3% | +493.5% | +366.1% |
| All | +924.9% | +69.2% | +855.7% | +416.2% |
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