+118.6%
DVN vs EFV
+95.9%
+22.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.6% |
| 7D | +4.5% | -0.8% | +5.3% | +5.3% |
| 30D | +12.0% | +0.6% | +11.3% | +11.2% |
| 3M | +13.4% | +7.5% | +5.9% | +5.1% |
| 6M | +12.1% | +13.0% | -0.9% | -3.2% |
| YTD | +38.8% | +18.3% | +20.5% | +13.1% |
| 1Y | +46.0% | +26.7% | +19.3% | +9.4% |
| 3Y | +9.5% | +89.6% | -80.1% | -50.6% |
| All | +118.6% | +95.9% | +22.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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