+9.5%
DVN vs EWT
+198.4%
-188.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +4.5% | -1.1% | +5.6% | +4.7% |
| 30D | +12.0% | +4.5% | +7.5% | +11.0% |
| 3M | +13.4% | +8.3% | +5.1% | +11.0% |
| 6M | +12.1% | +54.2% | -42.1% | -4.2% |
| YTD | +38.8% | +74.6% | -35.8% | +11.5% |
| 1Y | +46.0% | +84.9% | -38.9% | +13.7% |
| 3Y | +9.5% | +197.5% | -188.0% | -36.7% |
| All | +9.5% | +198.4% | -188.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling