+627.4%
DVN vs EL
+1,648.4%
-1,021.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.8% |
| 30D | +12.6% | +15.5% | -2.9% | +7.3% |
| 3M | +8.1% | +20.6% | -12.4% | +1.1% |
| 6M | +10.2% | +10.5% | -0.3% | +3.8% |
| YTD | +33.8% | -1.9% | +35.6% | +29.1% |
| 1Y | +43.9% | +16.1% | +27.8% | +30.8% |
| 3Y | +1.7% | -30.2% | +32.0% | +1.0% |
| 5Y | +119.6% | -67.4% | +187.0% | +173.5% |
| 10Y | +53.7% | +31.2% | +22.5% | +26.1% |
| All | +627.4% | +1,648.4% | -1,021.0% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling