+66.6%
DVN vs ECL
+155.8%
-89.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +2.5% | -2.6% | +5.2% | +4.1% |
| 30D | +10.2% | -4.6% | +14.8% | +13.0% |
| 3M | +8.1% | +6.0% | +2.1% | +3.4% |
| 6M | +15.9% | -3.0% | +18.8% | +15.3% |
| YTD | +38.2% | +4.0% | +34.2% | +31.1% |
| 1Y | +44.5% | +2.0% | +42.5% | +38.0% |
| 3Y | +5.1% | +53.9% | -48.8% | -26.3% |
| 5Y | +124.3% | +27.1% | +97.2% | +76.0% |
| All | +66.6% | +155.8% | -89.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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