+37,066.7%
VLO vs DVN
+1,168.8%
+35,897.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.9% |
| 7D | +5.8% | -1.3% | +7.1% | +6.4% |
| 30D | +28.3% | +12.6% | +15.7% | +21.3% |
| 3M | +48.7% | +8.1% | +40.6% | +42.7% |
| 6M | +71.9% | +10.2% | +61.7% | +63.7% |
| YTD | +138.7% | +33.8% | +104.9% | +107.0% |
| 1Y | +148.5% | +43.9% | +104.6% | +107.5% |
| 3Y | +192.7% | +1.7% | +190.9% | +183.1% |
| 5Y | +601.6% | +119.6% | +482.0% | +365.0% |
| 10Y | +900.2% | +53.7% | +846.5% | +525.0% |
| All | +37,066.7% | +1,168.8% | +35,897.8% | +13,969.6% |
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