+120.5%
DVN vs ECL
+25.4%
+95.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -0.1% | -2.7% | +2.6% | +0.4% |
| 30D | +8.0% | -4.3% | +12.3% | +8.8% |
| 3M | +11.9% | +3.2% | +8.7% | +10.8% |
| 6M | +10.6% | -2.9% | +13.5% | +10.9% |
| YTD | +35.4% | +4.3% | +31.1% | +32.7% |
| 1Y | +46.5% | +1.6% | +44.8% | +44.4% |
| 3Y | +3.0% | +54.3% | -51.3% | -10.6% |
| 5Y | +120.5% | +26.5% | +94.0% | +119.0% |
| All | +120.5% | +25.4% | +95.1% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling