+603.7%
DVN vs EOSE
-60.6%
+664.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +4.5% | +1.8% | +2.7% | +4.4% |
| 30D | +12.0% | -6.8% | +18.8% | +12.1% |
| 3M | +13.4% | -36.3% | +49.7% | +15.0% |
| 6M | +12.1% | -38.8% | +50.9% | +12.8% |
| YTD | +38.8% | -65.5% | +104.4% | +42.3% |
| 1Y | +46.0% | -45.3% | +91.3% | +44.0% |
| 3Y | +9.5% | +44.2% | -34.7% | -6.2% |
| 5Y | +125.3% | -69.5% | +194.8% | +94.6% |
| All | +603.7% | -60.6% | +664.3% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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