+72.3%
DVN vs ELF
+303.8%
-231.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +4.5% | -11.6% | +16.2% | +6.7% |
| 30D | +12.0% | +4.6% | +7.3% | +10.8% |
| 3M | +13.4% | +59.7% | -46.3% | +3.3% |
| 6M | +12.1% | +21.2% | -9.1% | +6.2% |
| YTD | +38.8% | +27.4% | +11.4% | +29.0% |
| 1Y | +46.0% | -29.8% | +75.8% | +49.0% |
| 3Y | +9.5% | -28.5% | +37.9% | -0.5% |
| 5Y | +125.3% | +220.0% | -94.8% | +23.7% |
| All | +72.3% | +303.8% | -231.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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