+604.6%
DVN vs EL
+1,821.4%
-1,216.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | +10.4% | +1.5% | +8.8% | +9.8% |
| 30D | -6.7% | +10.0% | -16.7% | -9.5% |
| 3M | +5.6% | +28.4% | -22.8% | -3.0% |
| 6M | +0.7% | +37.1% | -36.4% | -10.3% |
| YTD | +29.6% | +7.8% | +21.7% | +21.0% |
| 1Y | +36.3% | +26.0% | +10.3% | +20.9% |
| 3Y | +13.2% | +3.8% | +9.3% | -0.6% |
| 5Y | +38.6% | -65.2% | +103.8% | +68.9% |
| 10Y | +60.9% | +62.1% | -1.2% | +23.8% |
| All | +604.6% | +1,821.4% | -1,216.8% | +215.8% |
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