+9.5%
DVN vs DE
+74.6%
-65.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.5% | -2.6% | +7.1% | +5.4% |
| 30D | +12.0% | +9.0% | +2.9% | +8.8% |
| 3M | +13.4% | +19.1% | -5.7% | +6.0% |
| 6M | +12.1% | +14.4% | -2.3% | +5.6% |
| YTD | +38.8% | +45.9% | -7.1% | +15.6% |
| 1Y | +46.0% | +43.6% | +2.4% | +22.0% |
| 3Y | +9.5% | +75.9% | -66.4% | -16.9% |
| All | +9.5% | +74.6% | -65.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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