+1,196.2%
DVN vs ETR
+4,408.0%
-3,211.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +8.0% | +2.0% | +5.9% | +7.1% |
| 3M | +11.9% | -1.7% | +13.6% | +12.5% |
| 6M | +10.6% | +3.6% | +7.1% | +8.4% |
| YTD | +35.4% | +18.0% | +17.3% | +25.8% |
| 1Y | +46.5% | +26.2% | +20.2% | +32.3% |
| 3Y | +3.0% | +148.0% | -145.0% | -30.4% |
| 5Y | +120.5% | +126.1% | -5.5% | +52.4% |
| 10Y | +62.5% | +302.3% | -239.8% | -12.6% |
| All | +1,196.2% | +4,408.0% | -3,211.9% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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