+67.3%
DVN vs EFX
+42.6%
+24.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +4.5% | -4.5% | +9.1% | +6.0% |
| 30D | +12.0% | -6.1% | +18.1% | +13.8% |
| 3M | +13.4% | +6.2% | +7.2% | +9.7% |
| 6M | +12.1% | -11.2% | +23.3% | +14.1% |
| YTD | +38.8% | -21.4% | +60.2% | +46.0% |
| 1Y | +46.0% | -34.3% | +80.3% | +63.9% |
| 3Y | +9.5% | -12.5% | +22.0% | +5.7% |
| 5Y | +125.3% | -35.6% | +160.8% | +139.8% |
| All | +67.3% | +42.6% | +24.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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