+181.0%
DVN vs EWT
+591.5%
-410.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.1% | +2.1% | -2.2% | -1.2% |
| 30D | +8.0% | +9.4% | -1.4% | +2.9% |
| 3M | +11.9% | +10.9% | +1.1% | +4.0% |
| 6M | +10.6% | +57.9% | -47.3% | -16.7% |
| YTD | +35.4% | +75.9% | -40.5% | -4.3% |
| 1Y | +46.5% | +89.7% | -43.2% | -0.9% |
| 3Y | +3.0% | +200.9% | -197.9% | -46.9% |
| 5Y | +120.5% | +154.5% | -34.0% | +25.4% |
| 10Y | +62.5% | +520.8% | -458.3% | -38.6% |
| All | +181.0% | +591.5% | -410.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling