+67.3%
DVN vs ET
+177.0%
-109.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.2% |
| 7D | +4.5% | +0.2% | +4.3% | +4.3% |
| 30D | +12.0% | +2.9% | +9.1% | +9.1% |
| 3M | +13.4% | +16.8% | -3.4% | -1.4% |
| 6M | +12.1% | +18.9% | -6.8% | -3.8% |
| YTD | +38.8% | +37.7% | +1.1% | +4.3% |
| 1Y | +46.0% | +32.4% | +13.6% | +13.5% |
| 3Y | +9.5% | +99.5% | -90.0% | -42.0% |
| 5Y | +125.3% | +244.0% | -118.7% | -24.8% |
| All | +67.3% | +177.0% | -109.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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