+1,171.8%
DVN vs ES
+1,243.3%
-71.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +14.2% | -2.0% | +16.1% | +14.8% |
| 3M | +5.2% | +1.7% | +3.6% | +4.4% |
| 6M | +11.9% | -3.5% | +15.4% | +12.4% |
| YTD | +32.8% | +7.9% | +24.9% | +28.8% |
| 1Y | +38.6% | +17.2% | +21.4% | +30.2% |
| 3Y | +0.5% | +29.3% | -28.8% | -9.8% |
| 5Y | +111.0% | -5.7% | +116.8% | +107.0% |
| 10Y | +56.1% | +85.2% | -29.1% | +15.7% |
| All | +1,171.8% | +1,243.3% | -71.5% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling