+120.5%
DVN vs ES
-4.5%
+125.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | -1.0% | +9.0% | +8.2% |
| 3M | +11.9% | +1.5% | +10.4% | +11.3% |
| 6M | +10.6% | -3.5% | +14.1% | +11.2% |
| YTD | +35.4% | +7.0% | +28.4% | +32.0% |
| 1Y | +46.5% | +15.3% | +31.1% | +38.9% |
| 3Y | +3.0% | +30.2% | -27.2% | -7.4% |
| 5Y | +120.5% | -4.3% | +124.8% | +114.5% |
| All | +120.5% | -4.5% | +125.1% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling