+67.3%
DVN vs ENB
+92.6%
-25.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.5% |
| 7D | +4.5% | -4.7% | +9.2% | +9.8% |
| 30D | +12.0% | -5.9% | +17.8% | +19.3% |
| 3M | +13.4% | -14.2% | +27.6% | +33.8% |
| 6M | +12.1% | -8.6% | +20.7% | +22.7% |
| YTD | +38.8% | +3.9% | +34.9% | +31.2% |
| 1Y | +46.0% | +1.8% | +44.2% | +40.7% |
| 3Y | +9.5% | +68.5% | -59.0% | -43.3% |
| 5Y | +125.3% | +62.4% | +62.8% | +26.1% |
| All | +67.3% | +92.6% | -25.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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