+66.6%
DVN vs ED
+109.0%
-42.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | +8.1% | 0.0% | +8.1% | +8.1% |
| 6M | +15.9% | -2.5% | +18.4% | +16.0% |
| YTD | +38.2% | +10.1% | +28.1% | +37.7% |
| 1Y | +44.5% | +13.6% | +30.9% | +43.7% |
| 3Y | +5.1% | +32.4% | -27.3% | +3.2% |
| 5Y | +124.3% | +69.9% | +54.5% | +121.0% |
| All | +66.6% | +109.0% | -42.5% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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