+9.5%
DVN vs ELV
-2.5%
+12.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.4% |
| 7D | +4.5% | +2.8% | +1.8% | +4.4% |
| 30D | +12.0% | +4.9% | +7.1% | +11.9% |
| 3M | +13.4% | +4.9% | +8.5% | +13.4% |
| 6M | +12.1% | +45.1% | -33.0% | +11.1% |
| YTD | +38.8% | +20.7% | +18.2% | +38.1% |
| 1Y | +46.0% | +35.0% | +11.0% | +44.3% |
| 3Y | +9.5% | -2.4% | +11.9% | +9.5% |
| All | +9.5% | -2.5% | +12.0% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling