+118.6%
DVN vs EOG
+169.9%
-51.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | +1.5% | +3.0% | +2.9% |
| 30D | +12.0% | +2.9% | +9.0% | +8.6% |
| 3M | +13.4% | +8.7% | +4.7% | +3.6% |
| 6M | +12.1% | +12.9% | -0.8% | -1.2% |
| YTD | +38.8% | +43.8% | -5.0% | -5.0% |
| 1Y | +46.0% | +27.1% | +19.0% | +13.9% |
| 3Y | +9.5% | +25.9% | -16.4% | -12.9% |
| All | +118.6% | +169.9% | -51.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling