+153.0%
VLO vs DVN
+47.2%
+105.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +5.3% | +4.5% | +0.8% | +2.8% |
| 30D | +18.2% | +12.0% | +6.3% | +11.0% |
| 3M | +53.3% | +13.4% | +39.9% | +42.8% |
| 6M | +70.4% | +12.1% | +58.3% | +61.3% |
| YTD | +143.4% | +38.8% | +104.6% | +109.0% |
| 1Y | +153.0% | +46.0% | +107.0% | +108.5% |
| All | +153.0% | +47.2% | +105.8% | +108.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling