+9.0%
DVN vs EL
-34.4%
+43.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +2.3% |
| 7D | +2.5% | -4.4% | +6.9% | +2.9% |
| 30D | +10.2% | +10.3% | -0.1% | +9.0% |
| 3M | +8.1% | +13.4% | -5.3% | +6.5% |
| 6M | +15.9% | +3.1% | +12.8% | +15.3% |
| YTD | +38.2% | -6.9% | +45.2% | +38.9% |
| 1Y | +44.5% | +11.9% | +32.6% | +40.2% |
| All | +9.0% | -34.4% | +43.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling