+191.2%
VLO vs DVN
+4.2%
+187.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -2.1% |
| 7D | +4.0% | +2.5% | +1.5% | +2.5% |
| 30D | +19.0% | +10.2% | +8.8% | +12.2% |
| 3M | +50.0% | +8.1% | +41.9% | +42.5% |
| 6M | +79.1% | +15.9% | +63.3% | +63.7% |
| YTD | +140.3% | +38.2% | +102.0% | +97.1% |
| 1Y | +148.3% | +44.5% | +103.8% | +97.4% |
| All | +191.2% | +4.2% | +187.0% | +166.9% |
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