+77.0%
DVN vs ESTC
+19.3%
+57.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.8% |
| 7D | +2.5% | -13.2% | +15.7% | +5.3% |
| 30D | +10.2% | +9.3% | +0.8% | +7.3% |
| 3M | +8.1% | +37.3% | -29.2% | +0.2% |
| 6M | +15.9% | +61.0% | -45.1% | +3.1% |
| YTD | +38.2% | +10.7% | +27.6% | +31.6% |
| 1Y | +44.5% | -7.2% | +51.7% | +41.7% |
| 3Y | +5.1% | +7.2% | -2.0% | -7.3% |
| 5Y | +124.3% | -47.7% | +172.0% | +122.2% |
| All | +77.0% | +19.3% | +57.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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