+27.2%
DVN vs ET
+1,451.4%
-1,424.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.5% | +1.4% | +1.2% | +1.7% |
| 30D | +10.2% | +4.6% | +5.6% | +7.2% |
| 3M | +8.1% | +16.0% | -7.9% | -1.2% |
| 6M | +15.9% | +22.8% | -6.9% | +2.5% |
| YTD | +38.2% | +38.9% | -0.6% | +13.5% |
| 1Y | +44.5% | +34.1% | +10.4% | +21.2% |
| 3Y | +5.1% | +98.8% | -93.7% | -30.3% |
| 5Y | +124.3% | +246.8% | -122.5% | +10.4% |
| 10Y | +65.9% | +174.4% | -108.5% | -6.2% |
| All | +27.2% | +1,451.4% | -1,424.2% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling