+39.2%
DVN vs EFV
+253.2%
-214.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +2.2% |
| 7D | -0.1% | -0.5% | +0.4% | +0.4% |
| 30D | +8.0% | 0.0% | +8.0% | +7.8% |
| 3M | +11.9% | +8.4% | +3.5% | +1.1% |
| 6M | +10.6% | +12.3% | -1.7% | -5.9% |
| YTD | +35.4% | +17.4% | +18.0% | +9.0% |
| 1Y | +46.5% | +27.1% | +19.3% | +7.2% |
| 3Y | +3.0% | +90.7% | -87.8% | -53.5% |
| 5Y | +120.5% | +95.6% | +24.9% | -1.5% |
| 10Y | +62.5% | +165.3% | -102.8% | -40.5% |
| All | +39.2% | +253.2% | -214.0% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling