+67.3%
DVN vs EAT
+374.9%
-307.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +4.5% | -7.7% | +12.2% | +7.1% |
| 30D | +12.0% | -13.6% | +25.6% | +16.9% |
| 3M | +13.4% | +33.9% | -20.5% | +2.2% |
| 6M | +12.1% | +47.2% | -35.1% | -4.3% |
| YTD | +38.8% | +48.1% | -9.2% | +17.4% |
| 1Y | +46.0% | +33.7% | +12.3% | +25.9% |
| 3Y | +9.5% | +595.8% | -586.3% | -52.0% |
| 5Y | +125.3% | +314.4% | -189.1% | +10.2% |
| All | +67.3% | +374.9% | -307.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling