+67.3%
DVN vs EL
+26.1%
+41.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +4.5% | -6.5% | +11.0% | +6.6% |
| 30D | +12.0% | +11.1% | +0.8% | +7.6% |
| 3M | +13.4% | +10.7% | +2.7% | +8.5% |
| 6M | +12.1% | +6.9% | +5.2% | +6.5% |
| YTD | +38.8% | -6.3% | +45.1% | +35.9% |
| 1Y | +46.0% | +13.5% | +32.6% | +31.7% |
| 3Y | +9.5% | -33.1% | +42.6% | +11.7% |
| 5Y | +125.3% | -68.8% | +194.0% | +229.1% |
| All | +67.3% | +26.1% | +41.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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