+1,140.6%
DVN vs ED
+2,513.4%
-1,372.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | +10.4% | +2.1% | +8.3% | +9.7% |
| 30D | -6.7% | +10.4% | -17.1% | -9.5% |
| 3M | +5.6% | +12.5% | -6.9% | +1.8% |
| 6M | +0.7% | +14.9% | -14.2% | -3.7% |
| YTD | +29.6% | +24.8% | +4.7% | +20.9% |
| 1Y | +36.3% | +23.8% | +12.5% | +27.4% |
| 3Y | +13.2% | +51.6% | -38.5% | -2.2% |
| 5Y | +38.6% | +86.4% | -47.8% | +11.5% |
| 10Y | +60.9% | +145.4% | -84.5% | +8.9% |
| All | +1,140.6% | +2,513.4% | -1,372.8% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling