+36.7%
DVN vs EIX
+18.4%
+18.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +10.4% | +1.4% | +9.0% | +10.0% |
| 30D | -6.7% | +8.5% | -15.2% | -8.7% |
| 3M | +5.6% | -13.5% | +19.1% | +8.0% |
| 6M | +0.7% | -12.4% | +13.0% | +1.9% |
| YTD | +29.6% | +5.9% | +23.7% | +21.3% |
| 1Y | +36.3% | +7.6% | +28.7% | +26.8% |
| 3Y | +13.2% | +12.8% | +0.4% | -2.6% |
| All | +36.7% | +18.4% | +18.3% | +9.3% |
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