+46.5%
DVN vs ES
+17.2%
+29.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | -1.0% | +9.0% | +8.0% |
| 3M | +11.9% | +1.5% | +10.4% | +11.9% |
| 6M | +10.6% | -3.5% | +14.1% | +11.1% |
| YTD | +35.4% | +7.0% | +28.4% | +33.7% |
| 1Y | +46.5% | +15.3% | +31.1% | +57.9% |
| All | +46.5% | +17.2% | +29.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling