+326.9%
DVN vs ELV
+2,378.1%
-2,051.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | +8.0% | -0.2% | +8.2% | +7.9% |
| 3M | +11.9% | -6.1% | +18.0% | +13.5% |
| 6M | +10.6% | +42.8% | -32.2% | -4.0% |
| YTD | +35.4% | +14.4% | +21.0% | +25.7% |
| 1Y | +46.5% | +28.6% | +17.9% | +29.4% |
| 3Y | +3.0% | -7.4% | +10.4% | -1.2% |
| 5Y | +120.5% | +14.5% | +106.1% | +91.5% |
| 10Y | +62.5% | +257.4% | -195.0% | -9.0% |
| All | +326.9% | +2,378.1% | -2,051.2% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling