+66.6%
DVN vs EXC
+159.4%
-92.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +2.5% | -1.6% | +4.2% | +3.2% |
| 30D | +10.2% | -2.4% | +12.6% | +11.2% |
| 3M | +8.1% | -4.0% | +12.1% | +9.7% |
| 6M | +15.9% | -9.8% | +25.7% | +20.5% |
| YTD | +38.2% | +2.3% | +35.9% | +35.4% |
| 1Y | +44.5% | +3.8% | +40.6% | +40.1% |
| 3Y | +5.1% | +19.7% | -14.6% | -7.4% |
| 5Y | +124.3% | +45.6% | +78.7% | +74.7% |
| All | +66.6% | +159.4% | -92.8% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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