+11.0%
DVN vs ESI
+224.6%
-213.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.9% |
| 7D | +1.5% | +3.3% | -1.8% | -0.1% |
| 30D | +14.2% | -5.9% | +20.0% | +16.9% |
| 3M | +5.2% | -14.1% | +19.3% | +9.7% |
| 6M | +11.9% | +6.6% | +5.3% | +1.7% |
| YTD | +32.8% | +45.0% | -12.2% | +1.9% |
| 1Y | +38.6% | +41.5% | -2.9% | +6.6% |
| 3Y | +0.5% | +78.8% | -78.2% | -33.9% |
| 5Y | +111.0% | +70.9% | +40.1% | +37.8% |
| 10Y | +56.1% | +317.1% | -260.9% | -36.1% |
| All | +11.0% | +224.6% | -213.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling