+1,171.8%
DVN vs EIX
+1,083.9%
+87.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +1.5% | -19.1% | +20.6% | +6.2% |
| 30D | +14.2% | -16.9% | +31.1% | +18.3% |
| 3M | +5.2% | -20.0% | +25.2% | +10.0% |
| 6M | +11.9% | -21.3% | +33.2% | +17.1% |
| YTD | +32.8% | -1.7% | +34.5% | +30.2% |
| 1Y | +38.6% | +9.6% | +29.0% | +31.4% |
| 3Y | +0.5% | -3.7% | +4.2% | -2.8% |
| 5Y | +111.0% | +22.6% | +88.4% | +89.7% |
| 10Y | +56.1% | +17.7% | +38.4% | +39.6% |
| All | +1,171.8% | +1,083.9% | +87.9% | +592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling