+231.9%
VLO vs DVN
+12.2%
+219.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +9.6% | +10.4% | -0.7% | +3.4% |
| 30D | -17.4% | -6.7% | -10.7% | -14.1% |
| 3M | +10.8% | +5.6% | +5.2% | +6.7% |
| 6M | +56.9% | +0.7% | +56.3% | +54.7% |
| YTD | +136.8% | +29.6% | +107.2% | +100.4% |
| 1Y | +120.7% | +36.3% | +84.3% | +80.6% |
| 3Y | +231.9% | +13.2% | +218.8% | +208.9% |
| All | +231.9% | +12.2% | +219.7% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling