+118.6%
DVN vs COPX
+163.4%
-44.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -2.3% | +6.9% | +5.2% |
| 30D | +12.0% | +0.3% | +11.7% | +11.3% |
| 3M | +13.4% | +6.8% | +6.6% | +8.9% |
| 6M | +12.1% | +7.9% | +4.2% | +3.6% |
| YTD | +38.8% | +23.7% | +15.1% | +16.1% |
| 1Y | +46.0% | +71.5% | -25.5% | 0.0% |
| 3Y | +9.5% | +149.1% | -139.6% | -44.5% |
| All | +118.6% | +163.4% | -44.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling