+118.6%
DVN vs EIX
+20.9%
+97.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +4.5% | -1.4% | +5.9% | +4.8% |
| 30D | +12.0% | -19.3% | +31.3% | +16.6% |
| 3M | +13.4% | -21.7% | +35.1% | +18.9% |
| 6M | +12.1% | -19.8% | +31.9% | +16.0% |
| YTD | +38.8% | -3.0% | +41.9% | +33.2% |
| 1Y | +46.0% | +5.1% | +40.9% | +35.7% |
| 3Y | +9.5% | -7.0% | +16.5% | +2.1% |
| All | +118.6% | +20.9% | +97.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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