+67.3%
DVN vs ELV
+280.2%
-213.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.5% | +3.2% | +1.3% | +3.3% |
| 30D | +12.0% | +5.4% | +6.6% | +9.7% |
| 3M | +13.4% | +5.4% | +8.0% | +10.4% |
| 6M | +12.1% | +45.7% | -33.6% | -4.1% |
| YTD | +38.8% | +21.2% | +17.6% | +25.7% |
| 1Y | +46.0% | +35.6% | +10.4% | +25.5% |
| 3Y | +9.5% | -2.0% | +11.5% | +2.8% |
| 5Y | +125.3% | +26.0% | +99.3% | +80.6% |
| All | +67.3% | +280.2% | -213.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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