+9.5%
DVN vs EFX
-12.2%
+21.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.5% | -4.5% | +9.1% | +5.2% |
| 30D | +12.0% | -6.1% | +18.1% | +12.9% |
| 3M | +13.4% | +6.2% | +7.2% | +11.4% |
| 6M | +12.1% | -11.2% | +23.3% | +13.5% |
| YTD | +38.8% | -21.4% | +60.2% | +44.1% |
| 1Y | +46.0% | -34.3% | +80.3% | +59.5% |
| 3Y | +9.5% | -12.5% | +22.0% | +13.6% |
| All | +9.5% | -12.2% | +21.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling