+600.8%
DVN vs EOSE
-60.2%
+661.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.3% |
| 7D | +2.5% | +14.0% | -11.5% | +1.9% |
| 30D | +10.2% | -5.9% | +16.1% | +10.2% |
| 3M | +8.1% | -34.3% | +42.4% | +9.5% |
| 6M | +15.9% | -37.8% | +53.6% | +16.5% |
| YTD | +38.2% | -65.2% | +103.4% | +41.7% |
| 1Y | +44.5% | -41.9% | +86.4% | +41.9% |
| 3Y | +5.1% | +44.6% | -39.4% | -9.9% |
| 5Y | +124.3% | -69.2% | +193.5% | +93.7% |
| All | +600.8% | -60.2% | +661.0% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling