+67.3%
DVN vs ESI
+312.8%
-245.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +4.5% | -4.6% | +9.2% | +6.9% |
| 30D | +12.0% | -10.5% | +22.5% | +17.9% |
| 3M | +13.4% | -19.8% | +33.2% | +23.7% |
| 6M | +12.1% | +5.8% | +6.3% | +0.5% |
| YTD | +38.8% | +38.3% | +0.5% | +4.1% |
| 1Y | +46.0% | +31.5% | +14.5% | +11.6% |
| 3Y | +9.5% | +80.7% | -71.2% | -34.8% |
| 5Y | +125.3% | +69.4% | +55.8% | +33.1% |
| All | +67.3% | +312.8% | -245.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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